Guggenheim Macro Opportunities Fund Manager Performance Evaluation
| GIOAX Fund | USD 24.75 0.03 0.12% |
The fund retains a Market Volatility (i.e., Beta) of 0.0262, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Guggenheim Macro's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guggenheim Macro is expected to be smaller as well.
Risk-Adjusted Performance
10 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Guggenheim Macro Opportunities are ranked lower than 10 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Guggenheim Macro is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 1.4700 |
Guggenheim |
Guggenheim Macro Relative Risk vs. Return Landscape
If you would invest 2,453 in Guggenheim Macro Opportunities on September 14, 2024 and sell it today you would earn a total of 25.00 from holding Guggenheim Macro Opportunities or generate 1.02% return on investment over 90 days. Guggenheim Macro Opportunities is currently producing 0.0162% returns and takes up 0.1221% volatility of returns over 90 trading days. Put another way, 1% of traded mutual funds are less volatile than Guggenheim, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Guggenheim Macro Current Valuation
Overvalued
Today
Please note that Guggenheim Macro's price fluctuation is very steady at this time. At this time, the entity appears to be overvalued. Guggenheim Macro Opp retains a regular Real Value of $22.77 per share. The prevalent price of the fund is $24.75. We determine the value of Guggenheim Macro Opp from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will come together.
Since Guggenheim Macro is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Guggenheim Mutual Fund. However, Guggenheim Macro's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 24.75 | Real 22.77 | Hype 24.78 |
The intrinsic value of Guggenheim Macro's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Guggenheim Macro's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Guggenheim Macro Opportunities helps investors to forecast how Guggenheim mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Guggenheim Macro more accurately as focusing exclusively on Guggenheim Macro's fundamentals will not take into account other important factors: Guggenheim Macro Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guggenheim Macro's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Guggenheim Macro Opportunities, and traders can use it to determine the average amount a Guggenheim Macro's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1324
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | GIOAX |
Estimated Market Risk
| 0.12 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Guggenheim Macro is performing at about 10% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Guggenheim Macro by adding it to a well-diversified portfolio.
Guggenheim Macro Fundamentals Growth
Guggenheim Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Guggenheim Macro, and Guggenheim Macro fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Guggenheim Mutual Fund performance.
| Price To Earning | 14.86 X | ||||
| Price To Book | 2.05 X | ||||
| Price To Sales | 0.75 X | ||||
| Total Asset | 7.42 B | ||||
About Guggenheim Macro Performance
Evaluating Guggenheim Macro's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Guggenheim Macro has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Guggenheim Macro has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund invests in a wide range of fixed-income and other debt and equity securities selected from a variety of sectors and credit qualities, principally corporate bonds, syndicated bank loans and other direct lending opportunities, participations in and assignments of syndicated bank loans, asset-backed securities, U.S. government and agency securities, sovereign debt securities, Eurodollar bonds and obligations, mezzanine and preferred securities, commercial paper, zero-coupon bonds, municipal securities, etc.Things to note about Guggenheim Macro Opp performance evaluation
Checking the ongoing alerts about Guggenheim Macro for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Guggenheim Macro Opp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund retains about 9.57% of its assets under management (AUM) in fixed income securities |
- Analyzing Guggenheim Macro's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Guggenheim Macro's stock is overvalued or undervalued compared to its peers.
- Examining Guggenheim Macro's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Guggenheim Macro's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Guggenheim Macro's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Guggenheim Macro's mutual fund. These opinions can provide insight into Guggenheim Macro's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Guggenheim Mutual Fund
Guggenheim Macro financial ratios help investors to determine whether Guggenheim Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Guggenheim with respect to the benefits of owning Guggenheim Macro security.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |