Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| XGPMX (Guggenheim Enhanced eq Fd) | NA | -4.51% | 5.49% | 1.78% | 1.91% | -3.46% | NA | -3.31% |
Data as of 12/31/2021, AR inception is 09/07/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XGPMX (Guggenheim Enhanced eq Fd) | 09/07/2005 | 12/31/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.51 | 5.49 | 1.78 | 1.91 | -3.46 | NA | -3.31 | -11.14 | -7.77 | 21.37 | -16.70 | 12.60 | -0.24 | -8.92 | 7.39 | 17.60 | -3.77 | -3.73 | 2.55 | -8.20 | -42.44 | -5.87 | 0.53 | -2.69 |
| Sharpe Ratio | NA | -0.34 | -0.02 | -0.08 | 0.00 | NA | NA | -0.24 | -0.34 | -0.18 | 1.44 | -0.96 | 1.46 | -0.03 | -0.47 | 0.53 | 1.70 | -0.29 | -0.15 | 0.14 | -0.47 | -1.44 | -0.58 | -0.26 | -1.21 |
| Standard Deviation(%) | NA | 33.16 | 32.68 | 26.93 | 21.67 | NA | NA | 21.03 | 33.16 | 43.75 | 13.89 | 18.82 | 8.24 | 15.38 | 19.07 | 13.96 | 10.31 | 13.17 | 24.88 | 17.47 | 17.60 | 30.10 | 15.38 | 10.47 | 8.91 |
| Draw Down(%) | NA | 28.29 | 46.02 | 47.01 | 47.01 | NA | NA | 68.14 | 28.29 | 46.02 | 9.02 | 26.31 | 5.02 | 11.35 | 16.70 | 9.38 | 6.28 | 11.68 | 23.76 | 15.63 | 18.45 | 46.09 | 16.16 | 10.57 | 4.03 |
| Yield(%) | 0.00 | 8.50 | 8.05 | 6.33 | 4.91 | 1.60 | 1.19 | 1.48 | 8.63 | 7.25 | 6.89 | 6.64 | 4.41 | 0.00 | 0.00 | 10.18 | 10.51 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/31/2021, AR inception is 09/07/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XGPMX (Guggenheim Enhanced eq Fd) |
-25.69%
Jun 2007 - Jun 2010 |
-15.76%
Sep 2006 - Sep 2011 |
-6.52%
Jan 2006 - Jan 2016 |
-4.32%
Oct 2005 - Oct 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XGPMX (Guggenheim Enhanced eq Fd) |
11.97%
Sep 2011 - Sep 2014 |
7.73%
Sep 2016 - Sep 2021 |
6.38%
Sep 2011 - Sep 2021 |
-1.54%
Aug 2006 - Aug 2021 |
Annualized Rolling Returns Comparison Chart