Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SESAX (Guggenheim All Cap Value A) | NA | 9.47% | 9.36% | NA | NA | NA | NA | 13.09% |
Data as of 12/07/2012, AR inception is 10/10/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SESAX (Guggenheim All Cap Value A) | 10/10/2008 | 12/07/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.47 | 9.36 | NA | NA | NA | NA | 13.09 | 3.62 | 1.13 | 22.93 | 28.69 | -1.33 |
| Sharpe Ratio | NA | 0.55 | 0.43 | NA | NA | NA | NA | 0.46 | 0.25 | 0.04 | 1.14 | 1.02 | -0.10 |
| Standard Deviation(%) | NA | 16.97 | 21.40 | NA | NA | NA | NA | 26.91 | 15.53 | 26.73 | 19.99 | 28.05 | 63.02 |
| Draw Down(%) | NA | 13.25 | 25.76 | NA | NA | NA | NA | 32.86 | 13.25 | 25.76 | 16.83 | 28.64 | 26.40 |
| Yield(%) | 0.00 | 11.64 | 8.18 | 6.13 | 3.07 | 2.04 | 1.53 | 7.67 | 0.00 | 11.02 | 11.58 | 0.00 | 0.00 |
Data as of 12/07/2012, AR inception is 10/10/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SESAX (Guggenheim All Cap Value A) |
9.90%
Nov 2009 - Nov 2012 |
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 |
|---|---|---|---|---|
| SESAX (Guggenheim All Cap Value A) |
28.72%
Feb 2009 - Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart