Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RYITX (Guggenheim L/S Commodities Strategy I) | NA | 9.76% | -14.73% | NA | NA | NA | NA | … | … |
Data as of 11/20/2014, Common starting date is 05/05/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYITX (Guggenheim L/S Commodities Strategy I) | 05/05/2010 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.76 | -14.73 | NA | NA | NA | NA | … | … | 6.35 | -18.38 | -26.48 | -1.60 | 13.60 |
| Sharpe Ratio | NA | 2.01 | -1.28 | NA | NA | NA | NA | … | … | 1.56 | -1.53 | -1.82 | -0.09 | 1.32 |
| Standard Deviation(%) | NA | 4.86 | 11.67 | NA | NA | NA | NA | … | … | 4.56 | 12.02 | 14.66 | 18.48 | 15.99 |
| Draw Down(%) | NA | 4.21 | 47.22 | NA | NA | NA | NA | … | … | 2.69 | 22.19 | 34.76 | 17.68 | 11.73 |
| Yield(%) | 0.00 | 0.00 | 1.69 | 2.68 | 1.34 | 0.89 | 0.67 | … | … | 0.00 | 0.00 | 0.00 | 5.20 | 7.97 |
Data as of 11/20/2014, Common starting date is 05/05/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYITX (Guggenheim L/S Commodities Strategy I) |
-18.06%
Apr 2011 – Apr 2014 |
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 |
|---|---|---|---|---|
| RYITX (Guggenheim L/S Commodities Strategy I) |
-9.95%
Aug 2010 – Aug 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart