Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RYLEX (Guggenheim L/S Commodities Strategy C) | NA | 9.38% | -15.39% | -7.57% | NA | NA | NA | … | … |
Data as of 11/20/2014, Common starting date is 06/26/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYLEX (Guggenheim L/S Commodities Strategy C) | 06/26/2009 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.38 | -15.39 | -7.57 | NA | NA | NA | … | … | 6.06 | -19.19 | -27.19 | -2.56 | 14.65 | -3.85 |
| Sharpe Ratio | NA | 1.93 | -1.33 | -0.51 | NA | NA | NA | … | … | 1.48 | -1.60 | -1.87 | -0.14 | 0.80 | -0.49 |
| Standard Deviation(%) | NA | 4.86 | 11.67 | 14.92 | NA | NA | NA | … | … | 4.59 | 12.02 | 14.64 | 18.48 | 18.14 | 15.02 |
| Draw Down(%) | NA | 4.26 | 48.05 | 51.41 | NA | NA | NA | … | … | 2.74 | 22.86 | 35.16 | 18.02 | 18.71 | 12.86 |
| Yield(%) | 0.00 | 0.00 | 1.73 | 2.65 | 1.31 | 0.88 | 0.66 | … | … | 0.00 | 0.00 | 0.00 | 5.27 | 7.99 | 0.00 |
Data as of 11/20/2014, Common starting date is 06/26/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYLEX (Guggenheim L/S Commodities Strategy C) |
-18.84%
Apr 2011 – Apr 2014 |
-8.16%
Sep 2009 – Sep 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYLEX (Guggenheim L/S Commodities Strategy C) |
-1.03%
Jul 2009 – Jul 2012 |
-7.09%
Oct 2009 – Oct 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart