Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RYQMX (Rydex/SGI Global 130/30 Strategy H) | NA | 6.73% | -10.81% | -3.17% | NA | NA | NA | … | … |
Data as of 12/10/2010, Common starting date is 11/06/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYQMX (Rydex/SGI Global 130/30 Strategy H) | 11/06/2002 | 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 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.73 | -10.81 | -3.17 | NA | NA | NA | … | … | 5.32 | 13.09 | -38.16 | -4.98 | 23.03 | 7.64 | 19.61 | 32.49 | -3.48 |
| Sharpe Ratio | NA | 0.39 | -0.35 | -0.18 | NA | NA | NA | … | … | 0.32 | 0.47 | -0.89 | -0.46 | 1.36 | 0.45 | 1.35 | 1.87 | -1.05 |
| Standard Deviation(%) | NA | 17.15 | 31.68 | 26.52 | NA | NA | NA | … | … | 17.50 | 27.53 | 43.99 | 17.61 | 14.46 | 11.96 | 13.75 | 17.03 | 21.27 |
| Draw Down(%) | NA | 12.18 | 57.14 | 61.44 | NA | NA | NA | … | … | 12.18 | 30.81 | 52.45 | 16.49 | 10.70 | 7.91 | 10.36 | 12.85 | 5.75 |
| Yield(%) | 0.00 | 0.00 | 0.17 | 7.13 | 6.65 | 4.43 | 3.32 | … | … | 0.00 | 0.07 | 0.51 | 16.59 | 13.96 | 5.79 | 8.77 | 1.00 | 0.00 |
Data as of 12/10/2010, Common starting date is 11/06/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYQMX (Rydex/SGI Global 130/30 Strategy H) |
-18.01%
Feb 2006 – Feb 2009 |
-6.74%
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 |
|---|---|---|---|---|
| RYQMX (Rydex/SGI Global 130/30 Strategy H) |
23.86%
Mar 2003 – Mar 2006 |
14.80%
Dec 2002 – Dec 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart