Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RYEEX (Guggenheim All-Asset Cnsrv Strat C) | NA | 6.69% | 3.66% | 1.55% | 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 |
|---|---|---|
| RYEEX (Guggenheim All-Asset Cnsrv Strat C) | 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 | 6.69 | 3.66 | 1.55 | NA | NA | NA | … | … | 2.88 | 7.08 | -2.16 | 6.12 | 5.55 | -10.55 | 6.11 | 5.83 |
| Sharpe Ratio | NA | 1.71 | 0.52 | 0.15 | NA | NA | NA | … | … | 3.65 | 1.67 | -0.24 | 0.84 | 0.50 | -0.90 | 0.36 | 1.55 |
| Standard Deviation(%) | NA | 3.88 | 6.97 | 9.11 | NA | NA | NA | … | … | 3.03 | 4.23 | 9.00 | 7.15 | 10.88 | 12.64 | 8.49 | 5.81 |
| Draw Down(%) | NA | 3.31 | 9.56 | 24.25 | NA | NA | NA | … | … | 0.75 | 3.59 | 9.56 | 5.96 | 14.06 | 19.71 | 6.94 | 2.10 |
| Yield(%) | 0.00 | 1.03 | 1.12 | 1.49 | 1.25 | 0.84 | 0.63 | … | … | 0.00 | 1.06 | 1.36 | 0.95 | 1.82 | 2.74 | 3.40 | 0.92 |
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 |
|---|---|---|---|---|
| RYEEX (Guggenheim All-Asset Cnsrv Strat C) |
-1.76%
Jun 2007 – Jun 2010 |
0.24%
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 |
|---|---|---|---|---|
| RYEEX (Guggenheim All-Asset Cnsrv Strat C) |
8.65%
Feb 2009 – Feb 2012 |
1.84%
Aug 2006 – Aug 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart