Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RYYSX (Guggenheim L/S Commodities Strategy Y) | NA | 9.74% | -14.70% | NA | NA | NA | NA | -9.33% |
Data as of 11/20/2014, AR inception is 03/30/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYYSX (Guggenheim L/S Commodities Strategy Y) | 03/30/2010 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.74 | -14.70 | NA | NA | NA | NA | -9.33 | 6.27 | -18.34 | -26.44 | -1.51 | 7.50 |
| Sharpe Ratio | NA | 2.03 | -1.27 | NA | NA | NA | NA | -0.57 | 1.56 | -1.52 | -1.82 | -0.08 | 0.58 |
| Standard Deviation(%) | NA | 4.79 | 11.68 | NA | NA | NA | NA | 14.28 | 4.51 | 12.05 | 14.68 | 18.46 | 17.00 |
| Draw Down(%) | NA | 4.21 | 47.16 | NA | NA | NA | NA | 50.09 | 2.75 | 22.15 | 34.72 | 17.64 | 18.49 |
| Yield(%) | 0.00 | 0.00 | 1.69 | 2.53 | 1.27 | 0.84 | 0.63 | 3.16 | 0.00 | 0.00 | 0.00 | 5.19 | 7.54 |
Data as of 11/20/2014, AR inception is 03/30/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYYSX (Guggenheim L/S Commodities Strategy Y) |
-18.02%
Apr 2011 - Apr 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYYSX (Guggenheim L/S Commodities Strategy Y) |
-9.91%
Aug 2010 - Aug 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart