Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RYASX (Rydex/SGI Global 130/30 Strategy A) | NA | 6.62% | -10.85% | -3.19% | NA | NA | NA | … | … |
Data as of 12/10/2010, Common starting date is 06/24/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYASX (Rydex/SGI Global 130/30 Strategy A) | 06/24/2005 | 12/10/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.62 | -10.85 | -3.19 | NA | NA | NA | … | … | 5.20 | 13.23 | -38.23 | -4.98 | 22.95 | 7.43 |
| Sharpe Ratio | NA | 0.38 | -0.35 | -0.17 | NA | NA | NA | … | … | 0.31 | 0.48 | -0.89 | -0.46 | 1.37 | 1.04 |
| Standard Deviation(%) | NA | 17.19 | 32.14 | 27.09 | NA | NA | NA | … | … | 17.53 | 27.47 | 44.09 | 17.61 | 14.45 | 11.88 |
| Draw Down(%) | NA | 12.29 | 57.14 | 61.44 | NA | NA | NA | … | … | 12.29 | 30.81 | 52.53 | 16.49 | 10.70 | 6.25 |
| Yield(%) | 0.00 | 0.00 | 0.17 | 7.13 | 3.87 | 2.58 | 1.94 | … | … | 0.00 | 0.07 | 0.51 | 16.58 | 13.95 | 5.70 |
Data as of 12/10/2010, Common starting date is 06/24/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYASX (Rydex/SGI Global 130/30 Strategy A) |
-18.05%
Feb 2006 – Feb 2009 |
-4.70%
Aug 2005 – Aug 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYASX (Rydex/SGI Global 130/30 Strategy A) |
2.98%
Aug 2005 – Aug 2008 |
-2.17%
Oct 2005 – Oct 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart