Guggenheim Ultra Short Fund Market Value
| GIYAX Fund | USD 10.08 0.01 0.1% |
| Symbol | Guggenheim |
Guggenheim Ultra '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 Ultra'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 Ultra.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Guggenheim Ultra on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Guggenheim Ultra Short or generate 0.0% return on investment in Guggenheim Ultra over 30 days. Guggenheim Ultra is related to or competes with Direxion Monthly, Boston Partners, 1290 Unconstrained, Leuthold Core, Emerging Markets, Federated Mdt, and High-yield Municipal. The fund will invest primarily in a diversified portfolio of investment-grade debt securities and similar instruments wh... More
Guggenheim Ultra 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 Ultra'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 Ultra Short upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1064 | |||
| Information Ratio | (1.16) | |||
| Maximum Drawdown | 0.3992 | |||
| Value At Risk | (0.1) | |||
| Potential Upside | 0.0999 |
Guggenheim Ultra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guggenheim Ultra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guggenheim Ultra's standard deviation. In reality, there are many statistical measures that can use Guggenheim Ultra historical prices to predict the future Guggenheim Ultra's volatility.| Risk Adjusted Performance | 0.016 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.79) | |||
| Treynor Ratio | 0.0283 |
Guggenheim Ultra Short Backtested Returns
At this stage we consider Guggenheim Mutual Fund to be very steady. Guggenheim Ultra Short holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Guggenheim Ultra Short, which you can use to evaluate the volatility of the entity. Please check out Guggenheim Ultra's Risk Adjusted Performance of 0.016, coefficient of variation of 683.3, and Market Risk Adjusted Performance of 0.0383 to validate if the risk estimate we provide is consistent with the expected return of 0.0111%. The fund retains a Market Volatility (i.e., Beta) of 0.0207, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Guggenheim Ultra's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guggenheim Ultra is expected to be smaller as well.
Auto-correlation | -0.5 |
Modest reverse predictability
Guggenheim Ultra Short has modest reverse predictability. Overlapping area represents the amount of predictability between Guggenheim Ultra time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th of January 2026. 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 Ultra Short price movement. The serial correlation of -0.5 indicates that about 50.0% of current Guggenheim Ultra price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Guggenheim Ultra Short lagged returns against current returns
Autocorrelation, which is Guggenheim Ultra 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 Ultra's mutual fund expected returns. We can calculate the autocorrelation of Guggenheim Ultra returns to help us make a trade decision. For example, suppose you find that Guggenheim Ultra 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 Ultra 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 Ultra mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guggenheim Ultra 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 Ultra mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Guggenheim Ultra Lagged Returns
When evaluating Guggenheim Ultra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guggenheim Ultra mutual fund have on its future price. Guggenheim Ultra 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 Ultra autocorrelation shows the relationship between Guggenheim Ultra mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Guggenheim Ultra Short.
Regressed Prices |
| Timeline |
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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 Ultra 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 Ultra security.
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