Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RYSLX (Rydex:Hedged Equity;A) | NA | -22.98% | -7.30% | NA | NA | NA | NA | … | … |
Data as of 07/08/2009, Common starting date is 09/20/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYSLX (Rydex:Hedged Equity;A) | 09/20/2005 | 07/08/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -22.98 | -7.30 | NA | NA | NA | NA | … | … | -3.91 | -26.66 | 3.97 | 12.88 | -0.57 |
| Sharpe Ratio | NA | -0.95 | -0.53 | NA | NA | NA | NA | … | … | -0.48 | -1.14 | 0.08 | 1.04 | -0.57 |
| Standard Deviation(%) | NA | 24.52 | 17.27 | NA | NA | NA | NA | … | … | 15.97 | 24.07 | 11.45 | 9.23 | 8.07 |
| Draw Down(%) | NA | 32.12 | 40.29 | NA | NA | NA | NA | … | … | 16.68 | 33.27 | 9.14 | 7.34 | 4.84 |
| Yield(%) | 0.00 | 0.27 | 4.23 | 2.68 | 1.34 | 0.89 | 0.67 | … | … | 0.00 | 0.25 | 4.37 | 8.27 | 0.35 |
Data as of 07/08/2009, Common starting date is 09/20/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYSLX (Rydex:Hedged Equity;A) |
-9.52%
Feb 2006 – Feb 2009 |
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 |
|---|---|---|---|---|
| RYSLX (Rydex:Hedged Equity;A) |
-4.20%
Oct 2005 – Oct 2008 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart