TVFRX Performance — Guggenheim Directional Allocation Fund, Class P
Data updated: 2024-12-13
TVFRX returned +35.26% over one year to Sep 2024. Annualised returns are +6.73% over 3 years and +9.43% over 5 years. Against its US Large Blend category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $122, against $128 for the category, and to $135 over one year, against $128. Volatility over the past three years was 12.46% a year. In the 12 months to Sep 2024 the fund lost a net $41.8M, and assets reached $204.60M.
TVFRX Growth of $100
What $100 invested in Guggenheim Directional Allocation 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 | TVFRX | Category average |
|---|---|---|
| 1 year (Oct 2023 – Sep 2024) | $135 | $128 |
| 3 years (Oct 2021 – Sep 2024) | $122 | $128 |
| 5 years (Oct 2019 – Sep 2024) | $157 | $180 |
| Since data start (Jul 2019 – Sep 2024) | $158 | $182 |
TVFRX Trailing Returns
Total returns to Sep 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +35.26% |
| 3 years (annualised) | +6.73% |
| 5 years (annualised) | +9.43% |
TVFRX Annual Returns
Calendar-year total returns of Guggenheim Directional Allocation Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Sep) | +20.52% |
| 2023 | +10.74% |
| 2022 | −17.74% |
| 2021 | +27.12% |
| 2020 | +4.82% |
| 2019 (Jul–Dec) | +8.18% |
TVFRX 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 | +2.5% | +5.6% | +3.1% | −4.6% | +3.6% | +3.4% | −0.3% | +3.1% | +2.8% | — | — | — |
| 2023 | +0.2% | +0.3% | +0.2% | +0.3% | +0.3% | +1.0% | +1.8% | −0.8% | −4.5% | −1.5% | +9.0% | +4.5% |
| 2022 | −7.2% | −2.8% | +3.9% | −8.6% | −1.8% | −2.9% | 0.0% | +0.1% | +0.1% | +0.1% | +0.1% | +0.2% |
| 2021 | −1.2% | +4.3% | +3.4% | +4.7% | −0.4% | +3.2% | +1.6% | +2.9% | −4.2% | +7.7% | +0.4% | +2.4% |
| 2020 | −0.5% | −9.3% | −18.5% | +13.0% | +5.4% | −0.5% | +5.7% | +4.7% | −3.6% | −2.8% | +10.9% | +4.5% |
| 2019 | — | — | — | — | — | — | +1.3% | −0.7% | +0.2% | +1.7% | +3.4% | +1.9% |
TVFRX Risk
Risk measures from monthly returns over Oct 2021 – Sep 2024.
- 3-year volatility (annualised): 12.46%
- 3-year Sharpe ratio: 0.18 (vs 4.5% risk-free rate)
- Best month: +9.01% (Nov 2023)
- Worst month: −8.63% (Apr 2022)
TVFRX Fund Flows
Monthly money in and out of Guggenheim Directional Allocation Fund, from SEC Form N-PORT.
- 12-month net flow: −$41.8M
- 12-month gross sales (incl. reinvestments): $9.9M
- Sales ÷ redemptions: 0.19×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2024 | $924K | $2.9M | −$2.0M |
| Aug 2024 | $1.6M | $4.3M | −$2.8M |
| Jul 2024 | $275K | $2.7M | −$2.5M |
| Jun 2024 | $438K | $4.2M | −$3.7M |
| May 2024 | $270K | $3.3M | −$3.1M |
| Apr 2024 | $747K | $3.7M | −$3.0M |
| Mar 2024 | $179K | $4.5M | −$4.3M |
| Feb 2024 | $785K | $3.8M | −$3.1M |
| Jan 2024 | $389K | $5.3M | −$4.9M |
| Dec 2023 | $3.7M | $6.8M | −$3.1M |
| Nov 2023 | $296K | $4.6M | −$4.3M |
| Oct 2023 | $343K | $5.5M | −$5.2M |
TVFRX Assets Under Management
Net assets of Guggenheim Directional Allocation Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-09-30 | $204.60M |
| 2024-06-30 | $200.84M |
| 2024-03-31 | $206.31M |
| 2023-12-31 | $196.59M |
| 2023-09-30 | $190.46M |
| 2023-06-30 | $211.65M |
| 2023-03-31 | $222.47M |
| 2022-12-31 | $238.48M |
| 2022-09-30 | $255.18M |
| 2022-06-30 | $268.90M |
| 2022-03-31 | $330.99M |
| 2021-12-31 | $378.22M |
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.