Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RYMLX (Guggenheim All-Asset Mod Strat H) | NA | 10.24% | 5.47% | 3.01% | NA | NA | NA | 4.54% |
Data as of 04/10/2013, AR inception is 07/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYMLX (Guggenheim All-Asset Mod Strat H) | 07/07/2006 | 04/10/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.24 | 5.47 | 3.01 | NA | NA | NA | 4.54 | 4.95 | 10.20 | -2.67 | 8.01 | 13.17 | -17.52 | 6.45 | 8.05 |
| Sharpe Ratio | NA | 1.56 | 0.53 | 0.22 | NA | NA | NA | 0.25 | 3.46 | 1.47 | -0.21 | 0.78 | 0.90 | -1.01 | 0.25 | 1.58 |
| Standard Deviation(%) | NA | 6.54 | 10.29 | 12.80 | NA | NA | NA | 12.82 | 5.65 | 6.95 | 13.11 | 10.16 | 14.51 | 18.15 | 14.02 | 8.78 |
| Draw Down(%) | NA | 5.06 | 12.78 | 31.33 | NA | NA | NA | 32.52 | 1.68 | 5.77 | 12.78 | 8.87 | 15.63 | 26.70 | 10.71 | 3.50 |
| Yield(%) | 0.00 | 0.73 | 0.83 | 1.08 | 1.30 | 0.87 | 0.65 | 2.17 | 0.00 | 0.76 | 0.98 | 0.74 | 2.01 | 1.30 | 3.02 | 4.21 |
Data as of 04/10/2013, AR inception is 07/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYMLX (Guggenheim All-Asset Mod Strat H) |
-4.07%
Jun 2007 - Jun 2010 |
0.07%
May 2007 - May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYMLX (Guggenheim All-Asset Mod Strat H) |
12.80%
Feb 2009 - Feb 2012 |
3.55%
Mar 2008 - Mar 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart