Guggenheim Managed Futures Fund Manager Performance Evaluation
| RYMFX Fund | USD 19.90 0.03 0.15% |
The fund retains a Market Volatility (i.e., Beta) of 0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Guggenheim Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guggenheim Managed is expected to be smaller as well.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Guggenheim Managed Futures has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong technical and fundamental indicators, Guggenheim Managed is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio Date | 1st of May 2023 | |
| Expense Ratio | 1.7500 |
Guggenheim |
Guggenheim Managed Relative Risk vs. Return Landscape
If you would invest 2,063 in Guggenheim Managed Futures on September 22, 2024 and sell it today you would lose (73.00) from holding Guggenheim Managed Futures or give up 3.54% of portfolio value over 90 days. Guggenheim Managed Futures is currently producing negative expected returns and takes up 0.8012% volatility of returns over 90 trading days. Put another way, 7% 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 Managed Current Valuation
Fairly Valued
Today
Please note that Guggenheim Managed's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Guggenheim Managed retains a regular Real Value of $20.0 per share. The prevalent price of the fund is $19.9. We determine the value of Guggenheim Managed 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 Managed is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Guggenheim Mutual Fund. However, Guggenheim Managed'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 19.9 | Real 20.0 | Hype 19.9 | Naive 19.33 |
The intrinsic value of Guggenheim Managed'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 Managed'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 Managed Futures 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 Managed more accurately as focusing exclusively on Guggenheim Managed's fundamentals will not take into account other important factors: Guggenheim Managed Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guggenheim Managed's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Guggenheim Managed Futures, and traders can use it to determine the average amount a Guggenheim Managed'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 = -0.0651
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | RYMFX |
Estimated Market Risk
| 0.8 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Guggenheim Managed is not performing at its full potential. However, 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 Managed by adding Guggenheim Managed to a well-diversified portfolio.
Guggenheim Managed Fundamentals Growth
Guggenheim Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Guggenheim Managed, and Guggenheim Managed 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 | 16.07 X | ||||
| Price To Book | 1.88 X | ||||
| Price To Sales | 1.43 X | ||||
| Total Asset | 7.91 M | ||||
About Guggenheim Managed Performance
Evaluating Guggenheim Managed's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Guggenheim Managed 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 Managed 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 advisor intends to invest in multiple proprietary and third-party investment strategies that seek to identify and profit from upcoming movements in any combination of global fixed income, currency, commodity, or equity markets. It will invest at least 80 percent of its net assets, plus any borrowings for investment purposes, in managed futures. It also may invest up to 25 percent of its assets in municipal securities. The fund may invest up to 25 percent of its total assets in a wholly-owned and controlled Cayman Islands subsidiary as measured at the end of every quarter of its taxable year.Things to note about Guggenheim Managed performance evaluation
Checking the ongoing alerts about Guggenheim Managed for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Guggenheim Managed help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Guggenheim Managed generated a negative expected return over the last 90 days | |
| The fund generated-1.0 ten year return of -1.0% | |
| Guggenheim Managed maintains about 77.52% of its assets in cash |
- Analyzing Guggenheim Managed'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 Managed's stock is overvalued or undervalued compared to its peers.
- Examining Guggenheim Managed'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 Managed's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Guggenheim Managed's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Guggenheim Managed's mutual fund. These opinions can provide insight into Guggenheim Managed's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Guggenheim Mutual Fund
Guggenheim Managed 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 Managed security.
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios |