Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RYMFX (GUGGENHEIM MANAGED FUTURES STRATEGY FUND CLASS P) | 8.72% | 19.54% | 4.85% | 5.82% | 3.74% | 1.21% | NA | … | … |
Data as of 06/04/2026, Common starting date is 03/06/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYMFX (GUGGENHEIM MANAGED FUTURES STRATEGY FUND CLASS P) | 03/06/2007 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.61 | 19.54 | 4.85 | 5.82 | 3.74 | 1.21 | NA | … | … | 8.72 | 5.54 | 0.55 | 3.65 | 14.68 | 2.66 | 2.11 | 7.11 | -7.85 | 7.67 | -15.18 | -1.06 | 10.36 | 4.05 | -11.32 | -7.14 | -3.84 | -4.25 | 8.53 | 8.04 |
| Sharpe Ratio | NA | 1.52 | 0.10 | 0.26 | 0.18 | NA | NA | … | … | 1.45 | 0.24 | -0.26 | 0.00 | 1.01 | 0.26 | 0.27 | 0.68 | -0.83 | 0.48 | -1.55 | -0.11 | 1.03 | 0.48 | -2.05 | -0.95 | -0.53 | -0.43 | 0.59 | 1.06 |
| Standard Deviation(%) | NA | 11.06 | 11.61 | 12.18 | 11.33 | NA | NA | … | … | 12.71 | 11.28 | 11.62 | 12.68 | 13.22 | 10.12 | 6.87 | 8.26 | 11.10 | 14.82 | 9.96 | 10.20 | 10.02 | 8.38 | 5.60 | 7.59 | 7.45 | 10.22 | 12.73 | 6.41 |
| Draw Down(%) | NA | 5.43 | 17.51 | 17.51 | 17.51 | NA | NA | … | … | 5.43 | 11.24 | 12.97 | 9.39 | 13.21 | 5.79 | 8.36 | 6.23 | 16.10 | 10.18 | 19.20 | 13.83 | 8.29 | 9.01 | 13.49 | 12.26 | 12.97 | 9.44 | 11.77 | 4.46 |
| Yield(%) | 0.00 | 6.21 | 3.80 | 3.47 | 3.13 | 1.90 | 1.72 | … | … | 0.00 | 5.94 | 4.87 | 1.00 | 4.92 | 0.00 | 6.92 | 0.00 | 0.00 | 4.82 | 4.17 | 2.56 | 1.28 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.96 | 0.01 |
Data as of 06/04/2026, Common starting date is 03/06/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYMFX (GUGGENHEIM MANAGED FUTURES STRATEGY FUND CLASS P) |
-8.64%
Nov 2009 – Nov 2012 |
-5.98%
Oct 2008 – Oct 2013 |
-3.39%
Nov 2008 – Nov 2018 |
-0.38%
Nov 2008 – Nov 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYMFX (GUGGENHEIM MANAGED FUTURES STRATEGY FUND CLASS P) |
9.19%
Oct 2020 – Oct 2023 |
7.72%
Feb 2019 – Feb 2024 |
3.70%
May 2016 – May 2026 |
1.19%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison Chart