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RYUAX: Rydex Inverse S&P 500 Strategy Adv (MUTUAL FUND)
Basic Info
Asset Class: | Bear Market |
MyPlanIQ Rating: | Not Rated |
Start Date: | 08/05/1998 |
Last Dividend Date: | 04/30/2010 |
12-Mo. Yield | 0.00% |
Expenses | 1.91% |
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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 | 15 Yr | Since 08/05/1998 |
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 | 0.3 | -8.2 | -5.9 | -6.4 | 3.0 | -14.4 | -28.0 | -15.0 | -8.9 | -17.2 | -27.7 | 37.9 | -3.7 | -10.2 | -2.7 | -10.3 | -27.2 | 20.9 | 15.2 | 15.8 | -13.3 | -13.1 |
Sharpe Ratio | NA | -1.37 | -2.53 | -2.19 | -1.43 | NA | -1.13 | -0.92 | -2.88 | -4.0 | -2.67 | -1.18 | -1.99 | -1.71 | 0.45 | -1.52 | -3.1 | -2.27 | -2.7 | -2.59 | 0.04 | -0.28 | -2.34 | 0.63 | 0.98 |
Draw Down(%) | NA | 15.4 | 44.1 | 59.7 | 79.1 | NA | 82.4 | 8.3 | 20.2 | 28.0 | 17.6 | 16.0 | 21.2 | 44.6 | 21.2 | 11.3 | 14.2 | 10.4 | 12.8 | 33.0 | 18.5 | 18.0 | 13.0 | 15.1 | 23.7 |
Standard Deviation(%) | NA | 15.4 | 12.8 | 15.4 | 20.7 | NA | 20.5 | 15.8 | 11.4 | 11.6 | 12.7 | 23.2 | 18.0 | 27.1 | 40.6 | 17.0 | 10.5 | 10.4 | 11.1 | 17.9 | 26.8 | 22.1 | 22.6 | 18.5 | 29.4 |
Treynor Ratio | NA | 0.21 | 0.32 | 0.35 | 0.3 | NA | 0.24 | 0.14 | 0.34 | 0.46 | 0.36 | 0.29 | 0.37 | 0.48 | -0.19 | 0.25 | 0.35 | 0.25 | 0.31 | 0.45 | -0.01 | 0.06 | 0.58 | -0.11 | -0.26 |
Alpha | NA | -3.43 | -2.04 | -1.55 | -0.98 | NA | -0.67 | -4.57 | -0.15 | -2.59 | -0.14 | -0.15 | -1.52 | -0.14 | -0.13 | -0.15 | -0.14 | -1.45 | -0.14 | -0.15 | -0.66 | -0.13 | -0.91 | 0.18 | 0.65 |
Beta | NA | -1.01 | -0.99 | -0.97 | -0.97 | NA | -0.99 | -1.02 | -0.96 | -1.01 | -0.95 | -0.95 | -0.96 | -0.96 | -0.98 | -1.03 | -0.94 | -0.96 | -0.96 | -1.04 | -1.06 | -0.97 | -0.91 | -1.05 | -1.1 |
RSquared | NA | 0.99 | 0.98 | 0.99 | 0.98 | NA | 0.97 | 1.0 | 0.98 | 0.97 | 0.98 | 0.99 | 0.99 | 1.0 | 0.99 | 0.93 | 0.9 | 0.96 | 0.98 | 0.93 | 0.98 | 0.96 | 0.93 | 0.95 | 0.95 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 1.0 | 1.1 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 0.1 | 2.4 | 4.3 | 2.9 | 1.5 | 0.0 | 3.3 | 0.7 | 0.5 | 1.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | -100.0 | -100.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | -19.6 | -93.3 | -45.2 | 36.2 | 81.3 | N/A | -100.0 | 483.8 | 61.9 | -45.5 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/05/1998
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