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RYIFX: GUGGENHEIM MANAGED FUTURES STRATEGY FUND INSTITUTIONAL CLASS (MUTUAL FUND)
Basic Info 22.86 0.07(0.31%) April 24
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (23%) |
Start Date: | 05/05/2010 |
Last Dividend Date: | 12/14/2023 |
12-Mo. Yield | 1.26% |
Expenses | 1.78% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 05/05/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.8 | 6.8 | 9.6 | 8.4 | 6.5 | 3.5 | 1.2 | 4.0 | 15.0 | 2.9 | 2.2 | 7.5 | -7.6 | 7.7 | -15.0 | -0.8 | 10.8 | 4.2 | -11.1 | -6.9 | 1.4 |
Sharpe Ratio | NA | 1.59 | 0.48 | 0.47 | 0.47 | 0.23 | 0.03 | -0.02 | 1.04 | 0.3 | 0.29 | 0.73 | -0.81 | 0.48 | -1.53 | -0.08 | 1.07 | 0.49 | -2.03 | -0.91 | 0.26 |
Draw Down(%) | NA | 3.1 | 5.9 | 13.2 | 13.2 | 29.0 | 29.0 | 9.4 | 13.2 | 5.7 | 8.2 | 6.2 | 15.9 | 10.1 | 19.0 | 13.7 | 8.3 | 8.9 | 13.3 | 12.1 | 7.6 |
Standard Deviation(%) | NA | 11.1 | 11.1 | 12.2 | 10.6 | 10.8 | 10.1 | 12.6 | 13.2 | 9.8 | 6.9 | 8.2 | 11.1 | 14.8 | 9.9 | 10.2 | 10.0 | 8.4 | 5.6 | 7.6 | 7.8 |
Treynor Ratio | NA | 0.26 | 0.15 | 0.88 | 1.69 | 0.27 | 0.04 | -0.01 | -1.15 | 0.07 | -1.39 | -0.64 | -0.32 | 0.06 | -1.66 | -0.04 | 0.17 | 0.1 | 4.19 | 0.85 | 0.25 |
Alpha | NA | 0.03 | 0.0 | 0.02 | 0.02 | 0.01 | 0.0 | -0.02 | 0.04 | -0.03 | 0.01 | 0.03 | -0.03 | -0.06 | -0.07 | 0.0 | 0.01 | -0.03 | -0.05 | -0.03 | 0.0 |
Beta | NA | 0.68 | 0.35 | 0.07 | 0.03 | 0.09 | 0.08 | 0.29 | -0.12 | 0.44 | -0.01 | -0.09 | 0.28 | 1.19 | 0.09 | 0.2 | 0.62 | 0.42 | -0.03 | -0.08 | 0.08 |
RSquared | NA | 0.5 | 0.14 | 0.01 | 0.0 | 0.02 | 0.02 | 0.09 | 0.05 | 0.36 | 0.01 | 0.02 | 0.19 | 0.28 | 0.01 | 0.09 | 0.49 | 0.31 | 0.0 | 0.06 | 0.04 |
Yield(%) | N/A | 0.0 | 1.3 | 2.2 | 2.8 | 2.6 | N/A | 1.3 | 5.3 | 0.0 | 7.1 | 0.0 | 0.0 | 4.7 | 4.1 | 2.5 | 1.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -73.5 | -7.9 | -2.9 | N/A | N/A | -73.5 | N/A | -100.0 | N/A | N/A | -100.0 | -7.2 | 56.5 | 121.4 | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/05/2010
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