Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RRZ (Rydex Inverse 2x Russell 2000 ETF) | NA | 0.00% | -50.58% | -69.99% | NA | NA | NA | … | … |
Data as of 03/24/2015, Common starting date is 11/09/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RRZ (Rydex Inverse 2x Russell 2000 ETF) | 11/09/2007 | 03/24/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 16.67 | 0.00 | -50.58 | -69.99 | NA | NA | NA | … | … | 133.33 | -40.00 | -84.85 | -59.76 | 0.00 | -14.58 | -57.99 | 29.30 | -1.64 |
| Sharpe Ratio | NA | 0.00 | -0.27 | NA | NA | NA | NA | … | … | 25.39 | -0.26 | -0.47 | -0.77 | 0.00 | -0.50 | -0.83 | 0.33 | -0.25 |
| Standard Deviation(%) | NA | 179.22 | 189.46 | NA | NA | NA | NA | … | … | 174.40 | 156.77 | 179.04 | 77.97 | NA | 29.41 | 70.08 | 86.40 | 54.91 |
| Draw Down(%) | NA | 77.78 | 96.97 | 99.94 | NA | NA | NA | … | … | 33.33 | 81.82 | 87.50 | 68.48 | 0.00 | 38.25 | 78.41 | 49.34 | 15.61 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.01 | 1.97 | 1.32 | 0.99 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.06 | 0.00 | 18.93 | 0.49 |
Data as of 03/24/2015, Common starting date is 11/09/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRZ (Rydex Inverse 2x Russell 2000 ETF) |
-88.19%
Dec 2010 – Dec 2013 |
-77.74%
Nov 2008 – Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRZ (Rydex Inverse 2x Russell 2000 ETF) |
-22.58%
Dec 2007 – Dec 2010 |
-65.29%
Dec 2007 – Dec 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart