Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RYMYX (Guggenheim All-Asset Mod Strat C) | NA | 9.41% | 4.69% | 2.25% | NA | NA | NA | 3.67% |
Data as of 04/10/2013, AR inception is 07/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYMYX (Guggenheim All-Asset Mod Strat C) | 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 | 9.41 | 4.69 | 2.25 | NA | NA | NA | 3.67 | 4.73 | 9.39 | -3.37 | 7.17 | 12.28 | -18.07 | 5.71 | 7.62 |
| Sharpe Ratio | NA | 1.43 | 0.45 | 0.16 | NA | NA | NA | 0.19 | 3.29 | 1.36 | -0.26 | 0.70 | 0.84 | -1.04 | 0.19 | 1.47 |
| Standard Deviation(%) | NA | 6.52 | 10.27 | 12.78 | NA | NA | NA | 12.80 | 5.66 | 6.93 | 13.09 | 10.13 | 14.47 | 18.20 | 13.94 | 8.84 |
| Draw Down(%) | NA | 5.20 | 13.07 | 31.69 | NA | NA | NA | 33.19 | 1.67 | 5.93 | 13.07 | 9.03 | 15.81 | 26.92 | 10.78 | 3.59 |
| Yield(%) | 0.00 | 0.76 | 0.86 | 1.09 | 1.30 | 0.87 | 0.65 | 2.17 | 0.00 | 0.79 | 1.02 | 0.76 | 2.05 | 1.31 | 3.04 | 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 |
|---|---|---|---|---|
| RYMYX (Guggenheim All-Asset Mod Strat C) |
-4.91%
Jun 2007 - Jun 2010 |
-0.67%
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 |
|---|---|---|---|---|
| RYMYX (Guggenheim All-Asset Mod Strat C) |
11.93%
Feb 2009 - Feb 2012 |
2.78%
Mar 2008 - Mar 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart