Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SEFAX (Guggenheim Large Cap Concntr Gr A) | NA | 10.38% | 10.12% | 2.39% | 3.81% | NA | NA | 0.38% |
Data as of 06/12/2013, AR inception is 08/03/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SEFAX (Guggenheim Large Cap Concntr Gr A) | 08/03/1999 | 06/12/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.38 | 10.12 | 2.39 | 3.81 | NA | NA | 0.38 | 9.01 | 8.69 | -4.44 | 16.75 | 33.39 | -37.40 | -6.49 | 6.46 | 11.68 | 10.93 | 16.94 | -26.29 | -10.93 | -17.67 | 22.06 |
| Sharpe Ratio | NA | 0.83 | 0.52 | 0.09 | 0.13 | NA | NA | -0.05 | 1.86 | 0.63 | -0.17 | 0.83 | 1.29 | -1.02 | -0.63 | 0.25 | 0.70 | 0.83 | 0.92 | -1.04 | -0.54 | -0.82 | 2.89 |
| Standard Deviation(%) | NA | 12.37 | 19.22 | 25.45 | 20.80 | NA | NA | 21.82 | 11.52 | 13.81 | 25.64 | 19.97 | 25.79 | 37.55 | 15.09 | 12.62 | 13.61 | 12.00 | 17.60 | 26.35 | 24.82 | 26.34 | 20.08 |
| Draw Down(%) | NA | 10.03 | 21.91 | 49.04 | 54.83 | NA | NA | 61.69 | 3.85 | 10.90 | 21.91 | 17.46 | 21.57 | 46.40 | 12.05 | 13.56 | 12.35 | 11.47 | 13.50 | 34.09 | 35.01 | 24.32 | 7.66 |
| Yield(%) | 0.00 | 0.00 | 0.17 | 0.17 | 1.27 | 0.61 | 0.46 | 0.71 | 0.00 | 0.00 | 0.00 | 0.99 | 0.00 | 0.00 | 8.27 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/12/2013, AR inception is 08/03/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEFAX (Guggenheim Large Cap Concntr Gr A) |
-19.23%
Feb 2006 - Feb 2009 |
-8.00%
Feb 2004 - Feb 2009 |
-4.74%
Aug 2000 - Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEFAX (Guggenheim Large Cap Concntr Gr A) |
23.43%
Feb 2009 - Feb 2012 |
10.33%
Sep 2002 - Sep 2007 |
5.01%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart