Guggenheim Macro Related Correlations
GIOIX Fund | USD 24.13 0.01 0.04% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Guggenheim Mutual Fund performing well and Guggenheim Macro 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 Macro'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
PTIAX | 0.26 | (0.03) | 0.00 | (0.07) | 0.00 | 0.41 | 1.59 | |||
GIBLX | 0.29 | (0.05) | 0.00 | (0.14) | 0.00 | 0.47 | 1.97 | |||
GILPX | 0.10 | 0.00 | (0.50) | (0.01) | 0.08 | 0.17 | 0.96 | |||
TGINX | 0.28 | 0.00 | (0.11) | 0.08 | 0.31 | 0.60 | 1.81 |