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RYMTX: GUGGENHEIM MANAGED FUTURES STRATEGY FUND CLASS A (MUTUAL FUND)
Basic Info 22.06 0.06(0.27%) April 24
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (100%) |
Start Date: | 03/05/2007 |
Last Dividend Date: | 12/14/2023 |
12-Mo. Yield | 0.95% |
Expenses | 1.52% |
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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 | 15 Yr | Since 03/06/2007 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.8 | 6.7 | 9.2 | 8.1 | 6.2 | 3.2 | 0.6 | 1.1 | 3.7 | 14.0 | 3.3 | 2.0 | 7.2 | -7.9 | 7.4 | -15.2 | -1.1 | 10.4 | 4.1 | -11.4 | -7.1 | -3.9 | -4.1 | 8.5 | 8.1 |
Sharpe Ratio | NA | 1.54 | 0.45 | 0.45 | 0.44 | 0.2 | NA | 0.02 | -0.05 | 0.96 | 0.33 | 0.26 | 0.7 | -0.83 | 0.46 | -1.54 | -0.11 | 1.03 | 0.49 | -2.06 | -0.95 | -0.54 | -0.41 | 0.59 | 1.08 |
Draw Down(%) | NA | 3.1 | 6.0 | 13.2 | 13.2 | 29.4 | NA | 36.5 | 9.4 | 13.2 | 5.8 | 8.4 | 6.2 | 16.1 | 10.1 | 19.2 | 13.9 | 8.3 | 9.0 | 13.5 | 12.3 | 13.0 | 9.4 | 11.8 | 4.5 |
Standard Deviation(%) | NA | 11.1 | 11.1 | 12.2 | 10.6 | 10.8 | NA | 10.1 | 12.6 | 13.2 | 9.8 | 6.9 | 8.2 | 11.1 | 14.8 | 10.0 | 10.2 | 10.0 | 8.4 | 5.6 | 7.6 | 7.4 | 10.2 | 12.7 | 6.4 |
Treynor Ratio | NA | 0.25 | 0.14 | 0.83 | 1.63 | 0.24 | NA | 0.1 | -0.02 | -1.05 | 0.07 | -1.15 | -0.61 | -0.33 | 0.06 | -1.64 | -0.05 | 0.17 | 0.1 | 4.38 | 0.87 | -0.51 | 40.5 | -0.71 | -3.99 |
Alpha | NA | 0.03 | 0.0 | 0.02 | 0.02 | 0.01 | NA | 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 | -0.02 | -0.01 | 0.02 | 0.03 |
Beta | NA | 0.69 | 0.35 | 0.07 | 0.03 | 0.09 | NA | 0.02 | 0.29 | -0.12 | 0.45 | -0.02 | -0.1 | 0.28 | 1.18 | 0.09 | 0.2 | 0.62 | 0.43 | -0.03 | -0.08 | 0.08 | 0.0 | -0.11 | -0.02 |
RSquared | NA | 0.51 | 0.14 | 0.01 | 0.0 | 0.02 | NA | 0.0 | 0.09 | 0.05 | 0.36 | 0.01 | 0.02 | 0.18 | 0.28 | 0.02 | 0.09 | 0.49 | 0.32 | 0.0 | 0.06 | 0.04 | 0.0 | 0.12 | 0.0 |
Yield(%) | N/A | 0.0 | 1.0 | 2.1 | 2.7 | 2.5 | 1.3 | N/A | 1.0 | 5.2 | 0.0 | 7.1 | 0.0 | 0.0 | 4.8 | 4.2 | 2.6 | 1.3 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 4.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -78.4 | -13.2 | -8.3 | N/A | N/A | N/A | -78.4 | 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 | -100.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/06/2007
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