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RYAAX: Rydex Inverse NASDAQ-100 Strategy Adv (MUTUAL FUND)
Basic Info
Asset Class: | Bear Market |
MyPlanIQ Rating: | Not Rated |
Start Date: | 07/31/2003 |
Last Dividend Date: | 12/04/2008 |
12-Mo. Yield | 0.00% |
Expenses | 1.96% |
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Performance Analytics (As of 09/09/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/31/2003 |
2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.0 | 0.5 | -10.1 | -13.0 | -2.1 | -19.4 | -29.2 | -18.2 | -10.2 | -21.2 | -40.7 | 45.9 | -15.5 | -4.1 | -0.9 | -12.0 | -15.6 |
Sharpe Ratio | NA | -1.47 | -2.36 | -2.16 | -1.52 | -1.56 | -1.17 | -2.7 | -3.83 | -2.41 | -1.21 | -2.05 | -2.27 | 0.63 | -1.96 | -1.66 | -1.58 | -1.73 | -2.61 |
Draw Down(%) | NA | 22.0 | 52.3 | 67.3 | 85.7 | 85.7 | 14.2 | 24.0 | 29.2 | 22.9 | 16.9 | 26.7 | 47.6 | 19.8 | 20.8 | 18.7 | 16.3 | 20.3 | 19.5 |
Standard Deviation(%) | NA | 17.9 | 14.9 | 17.0 | 22.1 | 21.4 | 18.4 | 14.0 | 12.5 | 15.4 | 23.8 | 19.4 | 26.1 | 41.7 | 19.2 | 16.0 | 13.8 | 18.3 | 21.6 |
Treynor Ratio | NA | 0.24 | 0.33 | 0.37 | 0.35 | 0.33 | 0.19 | 0.34 | 0.48 | 0.35 | 0.31 | 0.4 | 0.68 | -0.28 | 0.35 | 0.2 | 0.19 | 0.22 | 0.35 |
Alpha | NA | -3.62 | -2.14 | -1.59 | -0.99 | -0.85 | -4.84 | -0.17 | -2.57 | -0.15 | -0.15 | -1.56 | -0.22 | -0.1 | -0.2 | -0.12 | -1.57 | -0.15 | -0.17 |
Beta | NA | -1.11 | -1.08 | -1.0 | -0.97 | -1.0 | -1.13 | -1.11 | -0.99 | -1.07 | -0.93 | -0.98 | -0.87 | -0.95 | -1.07 | -1.34 | -1.14 | -1.42 | -1.63 |
RSquared | NA | 0.89 | 0.86 | 0.87 | 0.86 | 0.85 | 0.9 | 0.86 | 0.8 | 0.84 | 0.9 | 0.9 | 0.88 | 0.88 | 0.79 | 0.81 | 0.76 | 0.79 | 0.85 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.9 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 2.1 | 3.2 | 2.6 | 1.5 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | -45.5 | 23.4 | 67.5 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/31/2003
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