Guggenheim Managed Futures Strategy Fund (RYMTX)

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Guggenheim Managed Futures Strategy Fund (RYMTX) is up 7.7% since the beginning of the year. RYMTX is currently trading at $21 per share. Investors who bought $1,000 worth of RYMTX shares 5 years ago would now be looking at an investment worth $1,363.

Guggenheim Managed Futures Strategy Fund (RYMTX) has returned 7.73% so far this year and 19.04% over the past 12 months. Over the last ten years, RYMTX has returned 3.52% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Jan 2, 2008, RYMTX's average daily return is +0.01%, while the average monthly return is +0.11%. At this rate, an investment would double in approximately 52.5 years.

Historically, 52% of months were positive and 48% were negative. The best month was Oct 2008 with a return of +10.2%, while the worst month was Jul 2008 at -6.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, RYMTX closed higher 50% of trading days. The best single day was Oct 6, 2008 with a return of +3.3%, while the worst single day was Feb 5, 2018 at -3.8%.

Guggenheim Managed Futures Strategy Fund has an annualized alpha of 0.84%, beta of 0.05, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since January 02, 2008.

• This fund participated in 8.36% of S&P 500 Index downside but only 6.49% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.05 may look defensive, but with R2 of 0.01 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 0.01 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.

RYMTX has a high expense ratio of 1.75%, indicating above-average management fees.

RYMTX ranks 53 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Guggenheim Managed Futures Strategy Fund provided a 5.60% dividend yield over the last twelve months, with an annual payout of $1.19 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for Guggenheim Managed Futures Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Guggenheim Managed Futures Strategy 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 Managed Futures Strategy Fund was 34.19%, occurring on Jan 9, 2019. Recovery took 1764 trading sessions.

The current Guggenheim Managed Futures Strategy Fund drawdown is 2.12%.

The chart below shows the rolling one-month volatility.