Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RMS (Rydex Inverse 2x S&P MidCap 400 ETF) | NA | -20.20% | -19.80% | NA | NA | NA | NA | … | … |
Data as of 11/12/2010, Common starting date is 11/08/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RMS (Rydex Inverse 2x S&P MidCap 400 ETF) | 11/08/2007 | 11/12/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -20.20 | -19.80 | NA | NA | NA | NA | … | … | -9.27 | -62.22 | 51.64 | 1.97 |
| Sharpe Ratio | NA | -0.68 | -0.33 | NA | NA | NA | NA | … | … | -0.36 | -0.99 | 0.66 | 0.32 |
| Standard Deviation(%) | NA | 29.89 | 61.50 | NA | NA | NA | NA | … | … | 29.68 | 63.17 | 76.10 | 40.42 |
| Draw Down(%) | NA | 37.83 | 85.67 | NA | NA | NA | NA | … | … | 34.86 | 76.67 | 47.35 | 15.20 |
| Yield(%) | 0.00 | 0.00 | 19.16 | 11.81 | 5.91 | 3.94 | 2.95 | … | … | 0.00 | 0.00 | 55.77 | 0.56 |
Data as of 11/12/2010, Common starting date is 11/08/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RMS (Rydex Inverse 2x S&P MidCap 400 ETF) |
0.00%
NA |
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 |
|---|---|---|---|---|
| RMS (Rydex Inverse 2x S&P MidCap 400 ETF) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart