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RYNAX: Rydex Nova Adv (MUTUAL FUND)
Basic Info
Asset Class: | Trading-Leveraged Equity |
MyPlanIQ Rating: | Not Rated |
Start Date: | 10/27/1998 |
Last Dividend Date: | 11/20/2014 |
12-Mo. Yield | 0.11% |
Expenses | 1.75% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 10/27/1998 |
2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.0 | -2.7 | 8.9 | 1.4 | 3.2 | -9.8 | 18.1 | 48.3 | 22.1 | -1.1 | 20.0 | 34.2 | -54.8 | -1.0 | 11.5 | 0.9 | 14.8 | 39.6 | -35.5 | -23.0 | -20.0 | 23.4 | 21.1 |
Sharpe Ratio | NA | -0.17 | 0.83 | 0.73 | 0.11 | NA | 0.03 | -0.55 | 1.06 | 2.9 | 1.16 | -0.03 | 0.73 | 0.84 | -0.91 | -0.17 | 0.49 | -0.08 | 0.83 | 1.5 | -0.93 | -0.79 | -0.72 | 0.74 | 7.1 |
Draw Down(%) | NA | 18.0 | 18.0 | 28.4 | 74.7 | NA | 80.4 | 18.0 | 11.0 | 8.6 | 14.4 | 28.4 | 23.2 | 39.0 | 65.1 | 15.7 | 11.7 | 10.5 | 12.3 | 21.1 | 48.0 | 43.2 | 28.3 | 18.7 | 7.0 |
Standard Deviation(%) | NA | 23.2 | 19.1 | 23.4 | 31.7 | NA | 30.3 | 23.7 | 17.1 | 16.6 | 19.2 | 35.2 | 27.1 | 40.7 | 61.2 | 24.1 | 16.7 | 16.1 | 16.8 | 25.8 | 39.3 | 32.6 | 33.5 | 27.3 | 26.6 |
Treynor Ratio | NA | -0.03 | 0.11 | 0.11 | 0.02 | NA | 0.01 | -0.09 | 0.12 | 0.32 | 0.15 | -0.01 | 0.13 | 0.23 | -0.37 | -0.03 | 0.05 | -0.01 | 0.09 | 0.26 | -0.24 | -0.17 | -0.16 | 0.14 | 1.32 |
Alpha | NA | -0.03 | -0.03 | -0.04 | -0.06 | NA | -0.03 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | -0.02 | -0.03 | -0.04 | -0.02 | 0.0 | -0.01 | -0.01 | -0.02 | -0.02 | -0.02 | -0.03 |
Beta | NA | 1.51 | 1.51 | 1.52 | 1.51 | NA | 1.5 | 1.5 | 1.5 | 1.5 | 1.5 | 1.5 | 1.5 | 1.5 | 1.49 | 1.49 | 1.53 | 1.52 | 1.51 | 1.52 | 1.52 | 1.51 | 1.5 | 1.48 | 1.44 |
RSquared | NA | 1.0 | 1.0 | 1.0 | 0.99 | NA | 0.99 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 0.99 | 0.85 | 0.95 | 1.0 | 1.0 | 1.0 | 0.99 | 0.99 | 0.96 | 0.87 |
Yield(%) | N/A | 0.1 | 0.1 | 0.1 | 1.5 | 0.7 | N/A | 0.0 | 0.1 | 0.0 | 0.1 | 0.0 | 0.1 | 1.1 | 0.3 | 2.3 | 7.4 | 3.3 | 0.0 | 0.0 | 0.0 | 0.4 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | -57.6 | -97.4 | N/A | N/A | N/A | -100.0 | N/A | -100.0 | N/A | -100.0 | -86.7 | 66.7 | -86.8 | -66.2 | 136.5 | N/A | N/A | N/A | -100.0 | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/27/1998
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