SAOIX Performance — Guggenheim Alpha Opportunity Fund, Institutional Class
Data updated: 2024-12-13
SAOIX returned +15.04% over one year to Sep 2024. Annualised returns are +8.00% over 3 years and +6.04% over 5 years. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $126, against $128 for the category, and to $115 over one year, against $128. Volatility over the past three years was 10.60% a year. In the 12 months to Sep 2024 the fund lost a net $2.2M, and assets reached $37.99M.
SAOIX Growth of $100
What $100 invested in Guggenheim Alpha Opportunity Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | SAOIX | Category average |
|---|---|---|
| 1 year (Oct 2023 – Sep 2024) | $115 | $128 |
| 3 years (Oct 2021 – Sep 2024) | $126 | $128 |
| 5 years (Oct 2019 – Sep 2024) | $134 | $180 |
| Since data start (Jul 2019 – Sep 2024) | $134 | $182 |
SAOIX Trailing Returns
Total returns to Sep 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +15.04% |
| 3 years (annualised) | +8.00% |
| 5 years (annualised) | +6.04% |
SAOIX Annual Returns
Calendar-year total returns of Guggenheim Alpha Opportunity Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Sep) | +14.75% |
| 2023 | +9.12% |
| 2022 | −8.40% |
| 2021 | +14.61% |
| 2020 | +0.44% |
| 2019 (Jul–Dec) | +1.55% |
SAOIX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +7.6% | +0.8% | +3.3% | −0.8% | +1.5% | −3.1% | +3.0% | +1.8% | +0.1% | — | — | — |
| 2023 | +0.2% | +0.2% | +2.8% | 0.0% | −0.7% | +2.5% | +0.5% | +2.2% | +0.8% | −0.2% | −1.5% | +2.0% |
| 2022 | −3.3% | −3.3% | −1.2% | −2.6% | +5.7% | −2.8% | +1.7% | −6.6% | −2.9% | +6.3% | +2.1% | −1.1% |
| 2021 | +2.1% | −1.7% | +7.9% | −0.9% | +0.4% | −1.1% | +1.4% | +2.1% | −5.5% | −0.3% | +3.8% | +6.1% |
| 2020 | −5.1% | −3.8% | +0.3% | +4.2% | +1.0% | −0.7% | +1.4% | +1.2% | −1.6% | +0.2% | +3.9% | −0.1% |
| 2019 | — | — | — | — | — | — | −1.2% | −2.5% | +3.8% | −1.4% | +0.6% | +2.4% |
SAOIX Risk
Risk measures from monthly returns over Oct 2021 – Sep 2024.
- 3-year volatility (annualised): 10.60%
- 3-year Sharpe ratio: 0.33 (vs 4.5% risk-free rate)
- Best month: +7.62% (Jan 2024)
- Worst month: −6.57% (Aug 2022)
SAOIX Fund Flows
Monthly money in and out of Guggenheim Alpha Opportunity Fund, from SEC Form N-PORT.
- 12-month net flow: −$2.2M
- 12-month gross sales (incl. reinvestments): $1.0M
- Sales ÷ redemptions: 0.32×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2024 | $2K | $71K | −$69K |
| Aug 2024 | $667 | $999K | −$998K |
| Jul 2024 | $21K | $98K | −$77K |
| Jun 2024 | $104K | $1.2M | −$1.1M |
| May 2024 | $111K | $124K | −$13K |
| Apr 2024 | $124K | $80K | $44K |
| Mar 2024 | $88K | $226K | −$138K |
| Feb 2024 | $234K | $29K | $206K |
| Jan 2024 | $82K | $107K | −$26K |
| Dec 2023 | $200K | $135K | $65K |
| Nov 2023 | $20K | $72K | −$52K |
| Oct 2023 | $15K | $68K | −$53K |
SAOIX Assets Under Management
Net assets of Guggenheim Alpha Opportunity Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-09-30 | $37.99M |
| 2024-06-30 | $37.34M |
| 2024-03-31 | $39.32M |
| 2023-12-31 | $35.05M |
| 2023-09-30 | $35.21M |
| 2023-06-30 | $34.04M |
| 2023-03-31 | $33.19M |
| 2022-12-31 | $32.08M |
| 2022-09-30 | $30.09M |
| 2022-06-30 | $32.76M |
| 2022-03-31 | $33.77M |
| 2021-12-31 | $38.13M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.