Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RYEPX (Guggenheim All-Asset Cnsrv Strat H) | NA | 7.52% | 4.44% | 2.31% | NA | NA | NA | … | … |
Data as of 04/10/2013, Common starting date is 07/06/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYEPX (Guggenheim All-Asset Cnsrv Strat H) | 07/06/2006 | 04/10/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.52 | 4.44 | 2.31 | NA | NA | NA | … | … | 3.10 | 7.94 | -1.42 | 6.96 | 6.17 | -9.78 | 6.94 | 6.02 |
| Sharpe Ratio | NA | 1.93 | 0.63 | 0.23 | NA | NA | NA | … | … | 3.84 | 1.91 | -0.16 | 0.95 | 0.54 | -0.84 | 0.44 | 1.58 |
| Standard Deviation(%) | NA | 3.85 | 6.96 | 9.19 | NA | NA | NA | … | … | 3.11 | 4.17 | 8.96 | 7.23 | 11.18 | 12.75 | 8.61 | 5.82 |
| Draw Down(%) | NA | 3.16 | 9.55 | 23.79 | NA | NA | NA | … | … | 0.71 | 3.34 | 9.55 | 5.97 | 13.97 | 19.40 | 6.80 | 2.00 |
| Yield(%) | 0.00 | 0.98 | 1.09 | 1.47 | 1.25 | 0.83 | 0.63 | … | … | 0.00 | 1.01 | 1.31 | 0.92 | 1.79 | 2.71 | 3.39 | 0.92 |
Data as of 04/10/2013, Common starting date is 07/06/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYEPX (Guggenheim All-Asset Cnsrv Strat H) |
-1.06%
Jun 2007 – Jun 2010 |
1.01%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYEPX (Guggenheim All-Asset Cnsrv Strat H) |
9.49%
Feb 2009 – Feb 2012 |
2.62%
Aug 2006 – Aug 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart