Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SAOBX (Guggenheim Alpha Opportunity B) | NA | 11.63% | 20.37% | 15.34% | 8.72% | NA | NA | 9.97% |
Data as of 09/29/2014, AR inception is 07/16/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAOBX (Guggenheim Alpha Opportunity B) | 07/16/2003 | 09/29/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.63 | 20.37 | 15.34 | 8.72 | NA | NA | 9.97 | 3.99 | 33.50 | 10.88 | 3.00 | 22.34 | 23.87 | -35.69 | 17.22 | 11.65 | 6.28 | 11.49 | 18.76 |
| Sharpe Ratio | NA | 1.20 | 1.21 | 0.73 | 0.35 | NA | NA | 0.42 | 0.65 | 2.30 | 0.67 | 0.09 | 0.97 | 0.87 | -1.02 | 0.85 | 0.63 | 0.34 | 0.79 | 3.71 |
| Standard Deviation(%) | NA | 9.45 | 16.80 | 21.00 | 21.91 | NA | NA | 21.00 | 8.29 | 14.58 | 16.42 | 31.43 | 22.89 | 27.22 | 35.69 | 16.81 | 13.39 | 11.93 | 13.36 | 11.92 |
| Draw Down(%) | NA | 7.16 | 14.01 | 27.99 | 52.78 | NA | NA | 52.78 | 7.10 | 6.98 | 14.01 | 27.99 | 19.60 | 25.43 | 48.67 | 11.08 | 13.28 | 10.35 | 9.26 | 4.78 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 5.02 | 4.31 | 3.23 | 5.88 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 24.01 | 10.98 | 8.77 | 7.33 | 5.97 |
Data as of 09/29/2014, AR inception is 07/16/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAOBX (Guggenheim Alpha Opportunity B) |
-13.87%
Feb 2006 - Feb 2009 |
-4.68%
Feb 2004 - Feb 2009 |
8.06%
Jan 2004 - Jan 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAOBX (Guggenheim Alpha Opportunity B) |
28.92%
Feb 2009 - Feb 2012 |
23.51%
Feb 2009 - Feb 2014 |
9.51%
Sep 2003 - Sep 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart