Guggenheim Macro Opportunities Fund Manager Performance Evaluation

GIOPX Fund  USD 24.82  0.01  0.04%   
The fund retains a Market Volatility (i.e., Beta) of 0.0156, 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

9 of 100

 
Weak
 
Strong
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Guggenheim Macro Opportunities are ranked lower than 9 (%) 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.
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Expense Ratio Date26th of May 2023
Expense Ratio1.5200
  

Guggenheim Macro Relative Risk vs. Return Landscape

If you would invest  2,464  in Guggenheim Macro Opportunities on September 13, 2024 and sell it today you would earn a total of  18.00  from holding Guggenheim Macro Opportunities or generate 0.73% return on investment over 90 days. Guggenheim Macro Opportunities is currently producing 0.0116% returns and takes up 0.0999% volatility of returns over 90 trading days. Put another way, 0% 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  
Assuming the 90 days horizon Guggenheim Macro is expected to generate 9.04 times less return on investment than the market. But when comparing it to its historical volatility, the company is 7.34 times less risky than the market. It trades about 0.12 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.14 of returns per unit of risk over similar time horizon.

Guggenheim Macro Current Valuation

Overvalued
Today
24.82
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 $22.82 per share. The prevalent price of the fund is $24.82. 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  24.82 Real  22.82 Hype  24.82 Naive  24.84
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.
22.82
Real Value
27.30
Upside
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:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
24.5824.7224.86
Details
Hype
Prediction
LowEstimatedHigh
24.7224.8224.92
Details
Naive
Forecast
LowNext ValueHigh
24.7424.8424.94
Details

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 = 0.1162

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GIOPX
Based on monthly moving average Guggenheim Macro is performing at about 9% 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.

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 16.7% of its assets under management (AUM) in cash
Evaluating Guggenheim Macro's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Guggenheim Macro's mutual fund performance include:
  • 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.
It's essential to remember that evaluating Guggenheim Macro's mutual fund performance is not an exact science, and many factors can impact Guggenheim Macro's mutual fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

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.
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