Performance
Trailing returns
| 1 day |
| -0.27% | |||
| 1 week |
| -1.64% | |||
| 4 week |
| -0.13% | |||
| 3 month |
| -13.44% | |||
| YTD |
| -14.86% | |||
| 1 year |
| -40.13% | |||
| 3 years* |
| -11.40% | |||
| 5 years* | - | ||||
| *annualized | |||||
| Best 3 month return | +16.17% | |
| Worst 3 month return | -20.89% |
Morningstar statistics
Morningstar category: Managed Futures
| Return | Risk | Rating | |
| 3 years | Low | Above Average |
 
|
| 5 years | - | - | - |
| 10 years | - | - | - |
| Overall | Low | Above Average |
|
Key statistics
| Total assets | 58.29M | |
| Front load | 4.75% | |
| Deferred load | - | |
| Expense ratio | 1.69% | |
| Management fee | - | |
| Fund family | Guggenheim Investments |
Asset allocation
| Cash | 52.56% | |
| Stocks | 0.00% | |
| Bonds | 30.75% | |
| Other | 16.68% |
Purchase information
| Initial | $2,500 | |
| IRA Initial | $1,000 |
15.08+0.07(0.47%)
May 17, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks to achieve total returns with less volatility than the broad commodities markets. The fund seeks to achieve total returns with less volatility than the broad commodities markets from long and/or short investments in commodities and other investment instruments. It intends to invest in multiple proprietary and third-party investment strategies that seek to identify and profit from upcoming movements, in the global commodities markets. The fund may hold a diversified portfolio of fixed instruments of varying maturities, but that have an average duration of less than one year. It is non-diversified.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Michael Dellapa (Started: Jun 25, 2009)
Ryan Harder (Started: Jun 25, 2009)
Jayson Flowers (Started: May 1, 2013)
Michael Byrum (Started: Jun 25, 2009)
Michael Dellapa (Started: Jun 25, 2009)
Ryan Harder (Started: Jun 25, 2009)
Jayson Flowers (Started: May 1, 2013)
Michael Byrum (Started: Jun 25, 2009)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | -45.52 | -18.80 | - | - | |
| Beta* | -0.21 | 0.48 | - | - | |
| Mean annual return | -4.07 | -1.03 | - | - | |
| R-squared* | 2.25 | 15.89 | - | - | |
| Standard deviation | 14.38 | 18.27 | - | - | |
| Sharpe ratio | -3.40 | -0.68 | - | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| Cfc Long Short Commod | 16.60% | |
| Kkr Finl Clo 2007 A 144A FRN | 6.43% | |
| Comm 2007-Fl14 CMO | 3.08% | |
| Emporia Pref Fdg Ii 2006-2 FRN | 2.31% | |
| Comm 2006-Fl12 CMO | 2.05% | |
| Empor 2006-2x A3f | 1.85% | |
| Aspen Ins Hldgs 6% | 1.78% | |
| J P Morgan Chase & Co Mtn Be FRN | 1.72% | |
| Nomura Hldgs FRN | 1.38% | |
| Acis Clo 2013-1 Ltd / Acis Clo 144A FRN | 1.37% |