- ISIN
- US40170T1060
- CUSIP
- 40170T106
- Issuer
- Guggenheim
- Inception Date
- Nov 23, 2021
- Category
- Tactical Allocation
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
Share Price Chart
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Performance
GUG Performance Chart
Guggenheim Active Allocation Fund (GUG) is up 6.2% since the beginning of the year. GUG is currently trading at $15 per share.
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Returns By Period
Guggenheim Active Allocation Fund (GUG) has returned 6.20% so far this year and 11.26% over the past 12 months.
Guggenheim Active Allocation Fund
- 1D
- 0.52%
- 1M
- -2.48%
- 6M
- 2.14%
- YTD
- 6.20%
- 1Y
- 11.26%
- 3Y*
- 13.14%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.68%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
GUG Monthly Returns History
Based on dividend-adjusted daily data since Nov 24, 2021, GUG's average daily return is +0.02%, while the average monthly return is +0.40%. At this rate, an investment would double in approximately 14.5 years.
Historically, 47% of months were positive and 53% were negative. The best month was Jan 2023 with a return of +10.9%, while the worst month was Sep 2022 at -13.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.
On a daily basis, GUG closed higher 50% of trading days. The best single day was Oct 3, 2022 with a return of +6.5%, while the worst single day was May 11, 2022 at -5.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.97% | 1.50% | -3.78% | 4.86% | 3.05% | -0.63% | -2.60% | 6.20% | |||||
| 2025 | 5.95% | 0.64% | -2.71% | 0.57% | 1.31% | 4.32% | -1.16% | 3.65% | -0.40% | 1.59% | -0.81% | -0.20% | 13.12% |
| 2024 | -1.10% | 0.99% | 2.97% | -0.61% | 4.43% | 0.20% | 5.64% | 2.85% | 4.37% | -4.36% | 0.81% | -4.68% | 11.46% |
| 2023 | 10.89% | -1.85% | -1.67% | 1.57% | -2.92% | 6.42% | -0.36% | -0.51% | -2.75% | -2.17% | 5.89% | 7.60% | 20.68% |
| 2022 | -5.81% | -4.56% | -3.26% | -4.88% | -0.70% | -10.17% | 10.29% | -2.23% | -13.76% | 5.42% | 4.96% | -3.26% | -26.55% |
| 2021 | 0.00% | -0.20% | -0.20% |
Benchmark Metrics
Guggenheim Active Allocation Fund has an annualized alpha of -0.18%, beta of 0.46, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since November 24, 2021.
- This fund participated in 87.32% of S&P 500 Index downside but only 62.12% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.46 may look defensive, but with R2 of 0.21 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.21 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -0.18%
- Beta
- 0.46
- R²
- 0.21
- Upside Capture
- 62.12%
- Downside Capture
- 87.32%
Expense Ratio
GUG has a high expense ratio of 3.86%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
GUG ranks 23 for risk / return — above 23% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Guggenheim Active Allocation Fund (GUG) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GUG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.25 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 2.00 | -0.68 |
| Martin ratioReturn relative to average drawdown | 3.57 | 8.49 | -4.92 |
Dividends
Dividend History
Guggenheim Active Allocation Fund provided a 9.22% dividend yield over the last twelve months, with an annual payout of $1.43 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $1.43 | $1.43 | $1.43 | $1.42 | $1.31 |
Dividend yield | 9.22% | 9.30% | 9.58% | 9.72% | 9.71% |
Monthly Dividends
The table displays the monthly dividend distributions for Guggenheim Active Allocation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.83 | |||||
| 2025 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $1.43 |
| 2024 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $1.43 |
| 2023 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $1.42 |
| 2022 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $1.31 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Guggenheim Active Allocation Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Guggenheim Active Allocation Fund was 32.78%, occurring on Sep 29, 2022. Recovery took 480 trading sessions.
The current Guggenheim Active Allocation Fund drawdown is 5.62%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-32.78%Sep 2022 | 9mo 11d | 1y 11mo | 2y 8moDec 2021 - Aug 2024 | Bear market2022 |
-12.10%Apr 2025 | 6mo 22d | 2mo 18d | 9mo 10dSep 2024 - Jun 2025 | 2025 selloff2025 |
-7.80%Mar 2026 | 1mo 8d | 1mo 25d | 3mo 3dFeb 2026 - May 2026 | — |
-6.41%Jul 2026 | 9d | — | 14dJul 2026 - now | — |
-6.09%Nov 2025 | 1mo 10d | 1mo 27d | 3mo 7dOct 2025 - Jan 2026 | — |
Drawdown Indicators
| GUG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.78% | -56.78% | +24.00% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -9.10% | +1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -12.10% | -18.90% | +6.80% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -5.62% | -1.58% | -4.04% |
Average DrawdownAverage peak-to-trough decline | -11.30% | -10.70% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.14% | +0.73% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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