Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RYLFX (Guggenheim L/S Commodities Strategy H) | NA | 9.64% | -14.91% | -6.98% | NA | NA | NA | -7.04% |
Data as of 11/20/2014, AR inception is 06/26/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYLFX (Guggenheim L/S Commodities Strategy H) | 06/26/2009 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.64 | -14.91 | -6.98 | NA | NA | NA | -7.04 | 6.20 | -18.60 | -26.63 | -1.83 | 15.46 | -3.45 |
| Sharpe Ratio | NA | 1.97 | -1.29 | -0.47 | NA | NA | NA | -0.45 | 1.52 | -1.55 | -1.83 | -0.10 | 0.85 | -0.44 |
| Standard Deviation(%) | NA | 4.88 | 11.66 | 14.93 | NA | NA | NA | 14.74 | 4.58 | 12.01 | 14.65 | 18.48 | 18.14 | 15.01 |
| Draw Down(%) | NA | 4.19 | 47.45 | 50.50 | NA | NA | NA | 50.50 | 2.72 | 22.39 | 34.90 | 17.76 | 18.59 | 12.65 |
| Yield(%) | 0.00 | 0.00 | 1.70 | 2.64 | 1.31 | 0.88 | 0.66 | 2.63 | 0.00 | 0.00 | 0.00 | 5.20 | 7.96 | 0.00 |
Data as of 11/20/2014, AR inception is 06/26/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYLFX (Guggenheim L/S Commodities Strategy H) |
-18.27%
Apr 2011 - Apr 2014 |
-7.55%
Sep 2009 - Sep 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYLFX (Guggenheim L/S Commodities Strategy H) |
-0.30%
Jul 2009 - Jul 2012 |
-6.50%
Oct 2009 - Oct 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart