Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RYUAX (INVERSE S&P 500 STRATEGY FUND ADVISOR) | NA | -2.66% | -13.61% | -15.12% | -9.16% | -5.91% | NA | … | … |
Data as of 09/30/2015, Common starting date is 08/05/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYUAX (INVERSE S&P 500 STRATEGY FUND ADVISOR) | 08/05/1998 | 09/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.80 | -2.66 | -13.61 | -15.12 | -9.16 | -5.91 | NA | … | … | 3.04 | -14.41 | -27.98 | -15.03 | -8.85 | -17.23 | -27.74 | 37.95 | -3.71 | -10.23 | -2.70 | -10.25 | -27.21 | 20.85 | 15.20 | 15.78 | -13.34 | -13.06 |
| Sharpe Ratio | NA | -1.37 | -2.53 | -2.19 | -1.43 | NA | NA | … | … | -0.92 | -2.88 | -4.00 | -2.67 | -1.18 | -1.99 | -1.71 | 0.45 | -1.52 | -3.10 | -2.27 | -2.70 | -2.59 | 0.04 | -0.28 | -2.34 | 0.63 | 0.98 |
| Standard Deviation(%) | NA | 15.41 | 12.76 | 15.41 | 20.73 | NA | NA | … | … | 15.76 | 11.42 | 11.62 | 12.69 | 23.23 | 18.04 | 27.09 | 40.56 | 17.01 | 10.54 | 10.43 | 11.06 | 17.93 | 26.77 | 22.10 | 22.56 | 18.52 | 29.41 |
| Draw Down(%) | NA | 15.39 | 44.10 | 59.69 | 79.09 | NA | NA | … | … | 8.34 | 20.24 | 27.98 | 17.56 | 15.95 | 21.23 | 44.64 | 21.22 | 11.26 | 14.22 | 10.37 | 12.78 | 32.96 | 18.55 | 17.98 | 12.98 | 15.15 | 23.71 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 1.03 | 1.14 | 0.69 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.13 | 0.12 | 2.40 | 4.27 | 2.86 | 1.50 | 0.00 | 3.30 | 0.66 | 0.46 | 0.98 | 0.00 | 0.00 |
Data as of 09/30/2015, Common starting date is 08/05/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYUAX (INVERSE S&P 500 STRATEGY FUND ADVISOR) |
-25.25%
Feb 2009 – Feb 2012 |
-22.72%
Feb 2009 – Feb 2014 |
-10.13%
Apr 2005 – Apr 2015 |
-6.39%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYUAX (INVERSE S&P 500 STRATEGY FUND ADVISOR) |
19.25%
Mar 2000 – Mar 2003 |
7.55%
Feb 2004 – Feb 2009 |
4.09%
Feb 1999 – Feb 2009 |
-5.24%
Jan 1999 – Jan 2014 |
Annualized Rolling Returns Comparison Chart