Guggenheim Multi Hedge Strategies Fund Market Value
| RYMSX Fund | USD 24.54 0.03 0.12% |
| Symbol | Guggenheim |
Guggenheim Multi-hedge 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Guggenheim Multi-hedge's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Guggenheim Multi-hedge.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Guggenheim Multi-hedge on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Guggenheim Multi Hedge Strategies or generate 0.0% return on investment in Guggenheim Multi-hedge over 90 days. Guggenheim Multi-hedge is related to or competes with Commodities Strategy, Guggenheim Managed, and Sp Smallcap. The fund pursues multiple investment styles or mandates that correspond to investment strategies widely employed by hedg... More
Guggenheim Multi-hedge Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Guggenheim Multi-hedge's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Guggenheim Multi Hedge Strategies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1727 | |||
| Information Ratio | (0.52) | |||
| Maximum Drawdown | 0.8725 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.3724 |
Guggenheim Multi-hedge Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guggenheim Multi-hedge's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guggenheim Multi-hedge's standard deviation. In reality, there are many statistical measures that can use Guggenheim Multi-hedge historical prices to predict the future Guggenheim Multi-hedge's volatility.| Risk Adjusted Performance | 0.2494 | |||
| Jensen Alpha | 0.0394 | |||
| Total Risk Alpha | 0.0194 | |||
| Sortino Ratio | (0.53) | |||
| Treynor Ratio | 1.12 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Guggenheim Multi-hedge's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Guggenheim Multi Hedge Backtested Returns
At this stage we consider Guggenheim Mutual Fund to be very steady. Guggenheim Multi Hedge holds Efficiency (Sharpe) Ratio of 0.25, which attests that the entity had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Guggenheim Multi Hedge, which you can use to evaluate the volatility of the entity. Please check out Guggenheim Multi-hedge's Market Risk Adjusted Performance of 1.13, coefficient of variation of 318.3, and Risk Adjusted Performance of 0.2494 to validate if the risk estimate we provide is consistent with the expected return of 0.0401%. The fund retains a Market Volatility (i.e., Beta) of 0.0399, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Guggenheim Multi-hedge's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guggenheim Multi-hedge is expected to be smaller as well.
Auto-correlation | 0.48 |
Average predictability
Guggenheim Multi Hedge Strategies has average predictability. Overlapping area represents the amount of predictability between Guggenheim Multi-hedge time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Guggenheim Multi Hedge price movement. The serial correlation of 0.48 indicates that about 48.0% of current Guggenheim Multi-hedge price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Guggenheim Multi Hedge lagged returns against current returns
Autocorrelation, which is Guggenheim Multi-hedge mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Guggenheim Multi-hedge's mutual fund expected returns. We can calculate the autocorrelation of Guggenheim Multi-hedge returns to help us make a trade decision. For example, suppose you find that Guggenheim Multi-hedge has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Guggenheim Multi-hedge regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Guggenheim Multi-hedge mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guggenheim Multi-hedge mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guggenheim Multi-hedge mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Guggenheim Multi-hedge Lagged Returns
When evaluating Guggenheim Multi-hedge's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guggenheim Multi-hedge mutual fund have on its future price. Guggenheim Multi-hedge autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Guggenheim Multi-hedge autocorrelation shows the relationship between Guggenheim Multi-hedge mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Guggenheim Multi Hedge Strategies.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Guggenheim Mutual Fund
Guggenheim Multi-hedge financial ratios help investors to determine whether Guggenheim Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Guggenheim with respect to the benefits of owning Guggenheim Multi-hedge security.
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