Guggenheim Municipal Related Correlations
GIJPX Fund | USD 11.24 0.02 0.18% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Guggenheim Mutual Fund performing well and Guggenheim Municipal Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Guggenheim Municipal's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
TVRCX | 0.55 | (0.01) | (0.03) | 0.06 | 0.58 | 1.12 | 3.40 | |||
TVRAX | 0.54 | (0.01) | (0.03) | 0.07 | 0.57 | 1.15 | 3.38 | |||
TVRIX | 0.55 | (0.01) | (0.02) | 0.07 | 0.57 | 1.13 | 3.36 | |||
TVVFX | 0.44 | 0.02 | 0.02 | 0.10 | 0.41 | 0.95 | 2.85 | |||
TVVCX | 0.42 | 0.02 | 0.01 | 0.10 | 0.40 | 0.94 | 2.83 | |||
TVVAX | 0.43 | 0.02 | 0.01 | 0.10 | 0.39 | 0.93 | 2.80 | |||
TVVIX | 0.43 | 0.02 | 0.02 | 0.10 | 0.40 | 0.99 | 2.88 | |||
GUDAX | 0.02 | 0.00 | 0.00 | 0.02 | 0.00 | 0.00 | 0.43 | |||
GUDCX | 0.01 | 0.00 | 0.00 | (0.32) | 0.00 | 0.00 | 0.44 | |||
GUDIX | 0.01 | 0.00 | 0.00 | (0.33) | 0.00 | 0.00 | 0.43 |