Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RRY (Rydex 2x Russell 2000 ETF) | NA | -21.34% | -15.56% | NA | NA | NA | NA | … | … |
Data as of 04/21/2011, Common starting date is 11/08/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RRY (Rydex 2x Russell 2000 ETF) | 11/08/2007 | 04/21/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -21.34 | -15.56 | NA | NA | NA | NA | … | … | 0.00 | 5.66 | 40.21 | -65.30 | -5.32 |
| Sharpe Ratio | NA | -0.89 | -0.23 | NA | NA | NA | NA | … | … | 0.00 | 0.18 | 0.57 | -0.74 | -0.64 |
| Standard Deviation(%) | NA | 24.10 | 69.34 | NA | NA | NA | NA | … | … | NA | 30.23 | 70.40 | 89.20 | 54.58 |
| Draw Down(%) | NA | 26.43 | 82.90 | NA | NA | NA | NA | … | … | 0.00 | 26.43 | 56.47 | 77.55 | 14.66 |
| Yield(%) | 0.00 | 0.00 | 0.21 | 0.19 | 0.09 | 0.06 | 0.05 | … | … | 0.00 | 0.00 | 0.34 | 0.65 | 0.23 |
Data as of 04/21/2011, 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 |
|---|---|---|---|---|
| RRY (Rydex 2x Russell 2000 ETF) |
-19.89%
Dec 2007 – Dec 2010 |
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 |
|---|---|---|---|---|
| RRY (Rydex 2x Russell 2000 ETF) |
-13.10%
Mar 2008 – Mar 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart