Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RYMOX (Guggenheim All-Asset Mod Strat A) | NA | 10.14% | 5.44% | 2.99% | NA | NA | NA | … | … |
Data as of 04/10/2013, Common starting date is 07/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYMOX (Guggenheim All-Asset Mod Strat A) | 07/07/2006 | 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 | 10.14 | 5.44 | 2.99 | NA | NA | NA | … | … | 4.86 | 10.20 | -2.58 | 7.90 | 13.17 | -17.44 | 6.35 | 8.05 |
| Sharpe Ratio | NA | 1.53 | 0.53 | 0.22 | NA | NA | NA | … | … | 3.40 | 1.47 | -0.20 | 0.76 | 0.91 | -1.01 | 0.24 | 1.57 |
| Standard Deviation(%) | NA | 6.59 | 10.29 | 12.77 | NA | NA | NA | … | … | 5.64 | 6.95 | 13.00 | 10.28 | 14.44 | 18.17 | 13.93 | 8.84 |
| Draw Down(%) | NA | 5.06 | 12.78 | 31.33 | NA | NA | NA | … | … | 1.59 | 5.77 | 12.78 | 8.87 | 15.63 | 26.70 | 10.71 | 3.59 |
| Yield(%) | 0.00 | 0.73 | 0.83 | 1.08 | 1.30 | 0.87 | 0.65 | … | … | 0.00 | 0.76 | 0.98 | 0.74 | 2.01 | 1.30 | 3.02 | 4.21 |
Data as of 04/10/2013, Common starting date is 07/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYMOX (Guggenheim All-Asset Mod Strat A) |
-4.04%
Jun 2007 – Jun 2010 |
0.07%
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 |
|---|---|---|---|---|
| RYMOX (Guggenheim All-Asset Mod Strat A) |
12.80%
Feb 2009 – Feb 2012 |
3.54%
Mar 2008 – Mar 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart