Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RYQCX (Rydex/SGI Global 130/30 Strategy C) | NA | 6.02% | -11.44% | -3.83% | NA | NA | NA | … | … |
Data as of 12/10/2010, Common starting date is 06/24/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYQCX (Rydex/SGI Global 130/30 Strategy C) | 06/24/2003 | 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 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.02 | -11.44 | -3.83 | NA | NA | NA | … | … | 4.63 | 12.35 | -38.62 | -5.69 | 22.37 | 6.85 | 18.78 | 16.60 |
| Sharpe Ratio | NA | 0.35 | -0.37 | -0.20 | NA | NA | NA | … | … | 0.28 | 0.45 | -0.90 | -0.50 | 1.32 | 0.39 | 1.30 | 2.26 |
| Standard Deviation(%) | NA | 17.13 | 32.07 | 27.04 | NA | NA | NA | … | … | 17.48 | 27.46 | 43.96 | 17.55 | 14.57 | 11.95 | 13.74 | 14.82 |
| Draw Down(%) | NA | 12.30 | 57.54 | 61.96 | NA | NA | NA | … | … | 12.30 | 30.90 | 52.76 | 16.77 | 10.79 | 8.00 | 10.62 | 5.14 |
| Yield(%) | 0.00 | 0.00 | 0.18 | 7.32 | 6.08 | 4.05 | 3.04 | … | … | 0.00 | 0.08 | 0.53 | 17.22 | 14.35 | 5.90 | 8.86 | 0.00 |
Data as of 12/10/2010, Common starting date is 06/24/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYQCX (Rydex/SGI Global 130/30 Strategy C) |
-18.57%
Feb 2006 – Feb 2009 |
-7.38%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYQCX (Rydex/SGI Global 130/30 Strategy C) |
18.43%
May 2004 – May 2007 |
8.17%
Jul 2003 – Jul 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart