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RYCWX: INVERSE DOW 2X STRATEGY FUND H (MUTUAL FUND)
Basic Info 33.02 0.2(0.60%) May 14
Asset Class: | Trading-Inverse Equity |
MyPlanIQ Rating: | (36%) |
Start Date: | 02/20/2004 |
Last Dividend Date: | 12/12/2023 |
12-Mo. Yield | 0.70% |
Expenses | 1.80% |
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Performance Analytics (As of 05/10/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 02/20/2004 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -3.2 | -6.5 | -23.8 | -13.4 | -26.2 | -24.7 | -28.1 | -20.9 | -20.4 | -18.5 | 6.6 | -36.1 | -45.0 | -37.5 | 3.9 | -39.2 | -29.4 | -10.6 | -21.9 | -44.2 | -20.9 | -27.8 | -30.6 | -44.9 | 54.6 | 25.9 | -20.1 | 4.1 | -8.4 |
Sharpe Ratio | NA | -0.97 | -1.29 | -0.46 | -0.16 | -0.21 | NA | NA | -0.23 | -1.0 | 0.13 | -1.45 | -0.12 | -1.56 | 0.07 | -3.01 | -1.16 | -0.34 | -1.01 | -2.1 | -0.9 | -0.66 | -0.95 | -0.94 | 0.7 | 0.52 | -1.18 | 0.09 | -0.49 |
Draw Down(%) | NA | 11.2 | 31.8 | 45.2 | 95.4 | 98.8 | NA | NA | 99.9 | 25.4 | 32.5 | 38.5 | 93.9 | 39.8 | 25.0 | 39.8 | 43.9 | 26.6 | 33.8 | 44.2 | 26.5 | 32.4 | 36.5 | 67.6 | 32.5 | 25.9 | 23.9 | 14.5 | 20.1 |
Standard Deviation(%) | NA | 19.6 | 20.1 | 29.5 | 173.8 | 124.3 | NA | NA | 91.6 | 22.8 | 39.6 | 24.9 | 384.0 | 25.0 | 35.6 | 13.3 | 25.5 | 30.8 | 21.7 | 21.1 | 23.4 | 41.9 | 32.3 | 48.0 | 75.8 | 43.8 | 19.9 | 20.8 | 21.7 |
Treynor Ratio | NA | 0.14 | 0.18 | 0.09 | -0.32 | -4.23 | NA | NA | 0.22 | 0.15 | -0.03 | 0.22 | -0.15 | 0.2 | -0.01 | 0.22 | 0.16 | 0.05 | 0.12 | 0.25 | 0.12 | 0.16 | 0.17 | 0.26 | -0.3 | -0.13 | 0.13 | -0.01 | 0.06 |
Alpha | NA | 0.06 | 0.02 | 0.01 | 0.79 | 0.37 | NA | NA | 0.2 | 0.04 | -0.07 | 0.01 | 4.22 | 0.02 | 0.0 | -0.06 | -0.04 | -0.01 | 0.01 | -0.02 | 0.02 | -0.06 | -0.02 | -0.01 | 0.01 | 0.15 | -0.01 | 0.04 | 0.02 |
Beta | NA | -1.39 | -1.48 | -1.58 | 0.84 | 0.06 | NA | NA | -0.99 | -1.55 | -1.58 | -1.66 | 3.03 | -1.91 | -2.04 | -1.79 | -1.88 | -1.95 | -1.84 | -1.78 | -1.75 | -1.77 | -1.76 | -1.71 | -1.79 | -1.82 | -1.87 | -1.92 | -1.88 |
RSquared | NA | 0.68 | 0.72 | 0.87 | 0.0 | 0.0 | NA | NA | 0.0 | 0.8 | 0.93 | 0.76 | 0.01 | 0.91 | 0.94 | 0.81 | 0.93 | 0.96 | 0.93 | 0.88 | 0.91 | 0.97 | 0.97 | 0.96 | 0.96 | 0.36 | 0.9 | 0.9 | 0.94 |
Yield(%) | N/A | 0.0 | 0.7 | 0.2 | 0.1 | 0.0 | 0.0 | 1.2 | N/A | 0.7 | 0.0 | 0.0 | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.2 | 1.1 | 27.0 | 2.3 | 3.4 | 0.8 |
Dividend Growth(%) | N/A | -100.0 | N/A | 11.0 | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A | -100.0 | -87.5 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | -80.0 | -96.4 | 814.0 | -33.9 | 312.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/20/2004
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