Find A Portfolio/Ticker
Comparison Box
RYJAX: Rydex Inverse Gov Long Bond Strategy Adv (MUTUAL FUND)
Basic Info
Asset Class: | Trading-Inverse Debt |
MyPlanIQ Rating: | Not Rated |
Start Date: | 07/31/2003 |
Last Dividend Date: | 12/06/2007 |
12-Mo. Yield | 0.00% |
Expenses | 1.91% |
Sign up to get fund ranking change alerts |
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 | -4.8 | -8.6 | -2.0 | -24.6 | 17.5 | -6.0 | -31.0 | -13.5 | 19.0 | -29.7 | -8.3 | 4.2 | -5.4 | -9.2 | -6.5 |
Sharpe Ratio | NA | -1.76 | -1.59 | -1.69 | -1.68 | -1.78 | -1.16 | -3.81 | -0.08 | -1.62 | -2.33 | -1.88 | 0.02 | -2.23 | -2.45 | -1.85 | -2.43 | -2.58 | -2.66 |
Draw Down(%) | NA | 18.9 | 33.4 | 51.5 | 69.0 | 71.7 | 10.5 | 25.5 | 9.1 | 19.8 | 36.1 | 23.6 | 16.6 | 34.3 | 17.1 | 11.0 | 10.8 | 14.4 | 9.4 |
Standard Deviation(%) | NA | 17.1 | 14.4 | 16.5 | 17.0 | 16.2 | 18.4 | 11.3 | 14.1 | 15.3 | 21.3 | 17.0 | 23.8 | 22.0 | 12.4 | 9.8 | 10.9 | 11.2 | 14.2 |
Treynor Ratio | NA | -0.67 | -0.53 | -0.49 | -0.81 | -0.85 | -0.46 | -0.96 | -0.04 | -0.32 | -0.77 | -0.61 | 0.01 | -2.03 | -0.99 | 2.31 | -9.78 | -5.29 | -1.16 |
Alpha | NA | -0.98 | -0.62 | -0.4 | -0.36 | -0.32 | -1.21 | -0.17 | -0.9 | -0.08 | -0.17 | -0.45 | 0.0 | -0.15 | -0.1 | -0.07 | -0.75 | -0.11 | -0.15 |
Beta | NA | 0.45 | 0.43 | 0.56 | 0.35 | 0.34 | 0.46 | 0.45 | 0.27 | 0.78 | 0.64 | 0.52 | 0.27 | 0.24 | 0.31 | -0.08 | 0.03 | 0.05 | 0.32 |
RSquared | NA | 0.16 | 0.14 | 0.28 | 0.18 | 0.16 | 0.16 | 0.21 | 0.05 | 0.42 | 0.5 | 0.31 | 0.1 | 0.2 | 0.16 | 0.01 | 0.0 | 0.0 | 0.07 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.7 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 3.5 | 3.5 | 0.0 | 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 | N/A | -100.0 | 4.4 | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/31/2003
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Trading-Inverse Debt Asset Class Trend Rankings |
Top Rated Funds in Trading-Inverse Debt
Best Mutual Funds
- AFBSX (ACCESS FLEX BEAR HIGH YIELD FUND ACCESS FLEX BEAR HIGH YIELD FUND SERVICE CLASS) (100%)
- RYIYX (INVERSE HIGH YIELD STRATEGY FUND CLASS C) (95%)
- AFBIX (ACCESS FLEX BEAR HIGH YIELD FUND ACCESS FLEX BEAR HIGH YIELD FUND INVESTOR CLASS) (90%)
- RRPIX (RISING RATES OPPORTUNITY PROFUND RISING RATES OPPORTUNITY PROFUND INVESTOR CLASS) (76%)
- RTPIX (RISING RATES OPPORTUNITY 10 PROFUND RISING RATES OPPORTUNITY 10 PROFUND INVESTOR CLASS) (71%)
- RYJUX (INVERSE GOVERNMENT LONG BOND STRATEGY FUND INVESTOR CLASS) (57%)
- RYAQX (INVERSE GOVERNMENT LONG BOND STRATEGY FUND CLASS A) (52%)
- RRPSX (RISING RATES OPPORTUNITY PROFUND RISING RATES OPPORTUNITY PROFUND SERVICE CLASS) (43%)
- RTPSX (RISING RATES OPPORTUNITY 10 PROFUND RISING RATES OPPORTUNITY 10 PROFUND SERVICE CLASS) (38%)
- DXKSX (DIREXION MONTHLY 7-10 YEAR TREASURY BEAR 2X FUND INVESTOR CLASS) (14%)
Best ETFs
- PST (ProShares UltraShort 7-10 Year Treasury) (86%)
- TBT (ProShares UltraShort 20+ Year Treasury) (81%)
- TYO (Direxion Daily 7-10 Year Treasury Bear 3X Shares) (67%)
- TMV (Direxion Daily 20+ Year Treasury Bear 3X Shares) (62%)
- TBF (ProShares Short 20+ Year Treasury) (33%)
- SJB (ProShares Short High Yield) (29%)
- TBX (ProShares Short 7-10 Year Treasury) (24%)
- TTT (ProShares UltraPro Short 20+ Year Treasury) (19%)