Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RYFRX (Rydex|SGI International Long Short Sel A ) | NA | 7.54% | -7.21% | NA | NA | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 09/04/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYFRX (Rydex|SGI International Long Short Sel A ) | 09/04/2007 | 05/18/2011 |
| 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 | 7.54 | -7.21 | NA | NA | NA | NA | … | … | -2.56 | -3.61 | 34.97 | -36.35 | 0.20 |
| Sharpe Ratio | NA | 0.53 | -0.24 | NA | NA | NA | NA | … | … | -0.71 | -0.17 | 1.14 | -0.92 | -0.08 |
| Standard Deviation(%) | NA | 14.18 | 30.99 | NA | NA | NA | NA | … | … | 9.48 | 21.20 | 30.71 | 40.45 | 23.37 |
| Draw Down(%) | NA | 8.70 | 51.91 | NA | NA | NA | NA | … | … | 7.02 | 22.82 | 25.20 | 47.30 | 12.31 |
| Yield(%) | 0.00 | 0.30 | 0.55 | 0.34 | 0.17 | 0.11 | 0.08 | … | … | 0.00 | 0.26 | 0.21 | 1.31 | 0.00 |
Data as of 05/18/2011, Common starting date is 09/04/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYFRX (Rydex|SGI International Long Short Sel A ) |
-10.18%
Oct 2007 – Oct 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 |
|---|---|---|---|---|
| RYFRX (Rydex|SGI International Long Short Sel A ) |
-2.97%
Feb 2008 – Feb 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart