Guggenheim Managed Futures Fund Market Value
| RYMFX Fund | USD 19.97 0.05 0.25% |
| Symbol | Guggenheim |
Guggenheim Managed 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Guggenheim Managed's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Guggenheim Managed.
| 12/10/2023 |
| 01/03/2025 |
If you would invest 0.00 in Guggenheim Managed on December 10, 2023 and sell it all today you would earn a total of 0.00 from holding Guggenheim Managed Futures or generate 0.0% return on investment in Guggenheim Managed over 390 days. Guggenheim Managed is related to or competes with Hussman Strategic, The Arbitrage, Guggenheim Multi, The Merger, and Diamond Hill. The advisor intends to invest in multiple proprietary and third-party investment strategies that seek to identify and pr... More
Guggenheim Managed Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Guggenheim Managed's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Guggenheim Managed Futures upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.58 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 0.8982 |
Guggenheim Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guggenheim Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guggenheim Managed's standard deviation. In reality, there are many statistical measures that can use Guggenheim Managed historical prices to predict the future Guggenheim Managed's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.18) |
Guggenheim Managed Backtested Returns
At this stage we consider Guggenheim Mutual Fund to be very steady. Guggenheim Managed holds Efficiency (Sharpe) Ratio of 0.0225, which attests that the entity had a 0.0225% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Guggenheim Managed, which you can use to evaluate the volatility of the entity. Please check out Guggenheim Managed's Standard Deviation of 0.8064, risk adjusted performance of (0.04), and Market Risk Adjusted Performance of (0.17) to validate if the risk estimate we provide is consistent with the expected return of 0.018%. The fund retains a Market Volatility (i.e., Beta) of 0.28, 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.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Guggenheim Managed Futures has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Guggenheim Managed time series from 10th of December 2023 to 22nd of June 2024 and 22nd of June 2024 to 3rd of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Guggenheim Managed price movement. The serial correlation of -0.74 indicates that around 74.0% of current Guggenheim Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
Guggenheim Managed lagged returns against current returns
Autocorrelation, which is Guggenheim Managed mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Guggenheim Managed's mutual fund expected returns. We can calculate the autocorrelation of Guggenheim Managed returns to help us make a trade decision. For example, suppose you find that Guggenheim Managed has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Guggenheim Managed regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Guggenheim Managed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guggenheim Managed mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guggenheim Managed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Guggenheim Managed Lagged Returns
When evaluating Guggenheim Managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guggenheim Managed mutual fund have on its future price. Guggenheim Managed autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Guggenheim Managed autocorrelation shows the relationship between Guggenheim Managed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Guggenheim Managed Futures.
Regressed Prices |
| Timeline |
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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.
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