A Diversified, Multi-Sector Investment Grade Bond Strategy
Core Bond | Bloomberg U.S. Aggregate Bond Index | |
---|---|---|
Weighted Average Life (WAL) to Worst | 12.9 | 8.8 |
Effective Duration | 7.5 | 6.5 |
Yield To Maturity | 5.3 | 3.4 |
Number of Holdings | 636 | 12,597 |
Average Price | $91.3 | $94.8 |
30-Day Subsidized SEC Yield | 3.82% | -- |
30-Day Unsubsidized SEC Yield | 3.71% | -- |
Core Bond | Bloomberg U.S. Aggregate Bond Index | |
---|---|---|
AAA | 35.1% | 73.4% |
AA | 10.3% | 2.7% |
A | 21.7% | 10.8% |
BBB | 34.4% | 12.8% |
BB | 2.0% | 0.0% |
B | 0.6% | 0.0% |
CC | 0.1% | 0.0% |
C | 0.1% | 0.0% |
Not Rated | 1.1% | 0.3% |
Fixed Income Funds | 0.2% | 0.0% |
Other | 0.7% | 0.0% |
Cash & Cash Equivalents | -6.4% | 0.0% |
Core Bond | Bloomberg U.S. Aggregate Bond Index | |
---|---|---|
Investment Grade Corporate Bonds | 33.4% | 24.1% |
Collateralized Loan Obligations | 12.9% | 0.0% |
Asset-Backed Securities | 12.6% | 0.4% |
U.S. Treasuries & Agencies | 12.6% | 41.6% |
Agency Mortgage-Backed Securities | 8.6% | 28.0% |
Preferred Securities | 4.4% | 0.0% |
Agency Commercial Mortgage-Backed Securities | 3.8% | 0.4% |
Non-Agency Commercial Mortgage-Backed Securities | 3.3% | 1.6% |
Bank Loans | 2.9% | 0.0% |
High Yield Corporate Bonds | 2.8% | 0.0% |
Municipal Bonds | 2.2% | 0.7% |
Non-Agency Mortgage-Backed Securities | 2.1% | 0.0% |
Private Placements | 1.3% | 0.0% |
Military Housing Bonds | 1.2% | 0.0% |
Foreign Government & Agencies | 1.2% | 3.3% |
Equities | 0.5% | 0.0% |
Derivatives | 0.2% | 0.0% |
Other Fixed Income | 0.2% | 0.0% |
Cash & Cash Equivalents | -6.4% | 0.0% |
As of 7/31/22, fund utilized 0.0% gross leverage.
Alpha | 1.59 |
Standard Deviation | 3.68 |
Correlation | 0.89 |
Sharpe Ratio | 0.70 |
Up Market Capture | 107.09% |
Down Market Capture | 71.65% |
Click and Drag to change time periods and view respective data
As of December 2016
Correlation: A measurement between -1 and 1, which indicates the linear relationship between two variables. If there is no relationship between two variables, the correlation coefficient is 0. If there is a perfect relationship, the correlation is 1. And if there is a perfect inverse relationship, the correlation is -1.
Duration is a measure of interest-rate sensitivity of a fixed-income security based on an interest rate change of 1% or 100 basis points.
Weighted average effective duration of the securities comprising the fund portfolio or the index. Effective duration takes into account any embedded options (i.e., a put or a call) and reflects the expected change in future cash flows caused by the options in response to changing interest rates.
Yield to Maturity (YTM) is the total return anticipated on a bond if the bond is held until the end of its lifetime.
Hover mouse over chart for additional detail.
Cash was set to zero for periods where the ending cash balance was negative due to traded but not settled trades.
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Guggenheim Investments represents the following affiliated investment management businesses: Guggenheim Partners Investment Management, LLC, Security Investors, LLC, Guggenheim Funds Distributors, LLC, Guggenheim Funds Investment Advisors, LLC, Guggenheim Partners Advisors, LLC, Guggenheim Corporate Funding, LLC, Guggenheim Partners Europe Limited, Guggenheim Partners Fund Management (Europe) Limited, Guggenheim Partners Japan Limited, GS GAMMA Advisors, LLC, and Guggenheim Partners India Management.
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