Performance
Trailing returns
| 1 day | +0.47% |
| |||
| 1 week | +0.61% |
| |||
| 4 week |
| -4.95% | |||
| 3 month |
| -1.52% | |||
| YTD | +0.38% |
| |||
| 1 year |
| -3.84% | |||
| 3 years* |
| -5.34% | |||
| 5 years* |
| -5.15% | |||
| *annualized | |||||
| Best 3 month return | +14.05% | |
| Worst 3 month return | -9.84% |
Morningstar statistics
Morningstar category: Managed Futures
| Return | Risk | Rating | |
| 3 years | Below Average | Low |
 
|
| 5 years | - | - | - |
| 10 years | - | - | - |
| Overall | Below Average | Low |
|
Morningstar style Learn more
| Large | |||
| Mid | |||
| Small | |||
| Value | Blend | Growth |
Key statistics
| Total assets | 482.43M | |
| Front load | 4.75% | |
| Deferred load | - | |
| Expense ratio | 1.61% | |
| Management fee | - | |
| Fund family | Guggenheim Investments |
Asset allocation
| Cash | 46.76% | |
| Stocks | 0.42% | |
| Bonds | 43.11% | |
| Other | 9.72% |
Purchase information
| Initial | US$2,500 | |
| IRA Initial | US$1,000 |
21.32+0.01(0.05%)
Jun 19, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks to achieve positive absolute returns. The fund 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 may hold a diversified portfolio of fixed instruments of varying maturities, but that have an average duration of less than one year. In particular, the fund may hold, without limitation, government money market instruments, such as U.S. Treasury securities and U.S. government agency discount notes and bonds with maturities of two years or less. The fund is non-diversified.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
B. Minerd (Started: Jan 29, 2013)
Ryan Harder (Started: Mar 31, 2008)
Jayson Flowers (Started: Jan 29, 2013)
Michael Byrum (Started: Mar 2, 2007)
B. Minerd (Started: Jan 29, 2013)
Ryan Harder (Started: Mar 31, 2008)
Jayson Flowers (Started: Jan 29, 2013)
Michael Byrum (Started: Mar 2, 2007)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | -3.78 | -5.70 | -4.26 | - | |
| Beta* | -0.04 | 0.04 | -0.10 | - | |
| Mean annual return | -0.38 | -0.42 | -0.40 | - | |
| R-squared* | 0.09 | 0.48 | 4.74 | - | |
| Standard deviation | 7.25 | 7.23 | 8.97 | - | |
| Sharpe ratio | -0.64 | -0.71 | -0.55 | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| PIMCO Enhanced Short Maturity ETF | 12.76% | |
| Cfc Managed Futures | 9.18% | |
| Kkr Finl Clo 2007 A 144A FRN | 4.73% | |
| Emporia Pref Fdg Ii 2006-2 FRN | 2.15% | |
| Csfb Coml Mtg Ptc 2007-Tfl2 CMO | 2.01% | |
| Ms Re-Remic Tr 2012-Io CMO 1% | 1.89% | |
| Comm 2007-Fl14 CMO | 1.51% | |
| Guggenheim Enhanced Short Dur Bond ETF | 1.47% | |
| Newcastle Cdo Ix 1 2007-10-1 FRN | 1.30% | |
| FNMA 1.125% | 1.25% |