Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RYMZX (GUGGENHEIM MANAGED FUTURES STRATEGY FUND CLASS C) | -4.09% | -10.84% | -0.46% | 2.79% | -0.14% | -0.32% | NA | -0.25% |
Data as of 07/15/2025, AR inception is 03/06/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYMZX (GUGGENHEIM MANAGED FUTURES STRATEGY FUND CLASS C) | 03/06/2007 | 07/15/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.67 | -10.84 | -0.46 | 2.79 | -0.14 | -0.32 | NA | -0.25 | -4.09 | -0.23 | 2.88 | 13.88 | 1.94 | 1.25 | 6.37 | -8.52 | 6.64 | -15.81 | -1.83 | 9.58 | 3.25 | -12.04 | -7.79 | -4.68 | -4.85 | 7.72 | 7.40 |
| Sharpe Ratio | NA | -1.04 | -0.32 | 0.08 | -0.13 | NA | NA | -0.12 | -0.81 | -0.59 | -0.11 | 0.95 | 0.19 | 0.15 | 0.61 | -0.89 | 0.41 | -1.61 | -0.18 | 0.95 | 0.39 | -2.18 | -1.03 | -0.64 | -0.48 | 0.53 | 0.96 |
| Standard Deviation(%) | NA | 12.15 | 12.09 | 11.53 | 11.14 | NA | NA | 10.22 | 11.91 | 11.60 | 12.65 | 13.21 | 10.14 | 6.87 | 8.18 | 11.11 | 14.76 | 9.95 | 10.23 | 10.05 | 8.33 | 5.59 | 7.60 | 7.43 | 10.25 | 12.72 | 6.36 |
| Draw Down(%) | NA | 17.33 | 18.13 | 18.13 | 26.43 | NA | NA | 40.43 | 11.40 | 13.33 | 9.42 | 13.32 | 5.89 | 8.90 | 6.39 | 16.66 | 10.26 | 19.72 | 14.16 | 8.31 | 9.26 | 14.00 | 12.64 | 13.40 | 9.72 | 11.98 | 4.59 |
| Yield(%) | 0.00 | 4.51 | 3.41 | 3.62 | 2.45 | 1.64 | 1.40 | 1.56 | 0.00 | 4.87 | 0.56 | 5.62 | 0.00 | 7.02 | 0.00 | 0.00 | 5.22 | 4.47 | 2.72 | 1.35 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.98 | 0.01 |
Data as of 07/15/2025, AR inception is 03/06/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYMZX (GUGGENHEIM MANAGED FUTURES STRATEGY FUND CLASS C) |
-9.32%
Nov 2009 - Nov 2012 |
-6.69%
Oct 2008 - Oct 2013 |
-4.14%
Nov 2008 - Nov 2018 |
-1.13%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYMZX (GUGGENHEIM MANAGED FUTURES STRATEGY FUND CLASS C) |
8.42%
Oct 2020 - Oct 2023 |
6.94%
Feb 2019 - Feb 2024 |
2.71%
Mar 2014 - Mar 2024 |
0.04%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison Chart