RYADX | Rydex Govt Long Bond 1.2x Strategy Adv

Basic Info

Rydex Govt Long Bond 1.2x Strategy Adv started on 11/11/2003

Rydex Govt Long Bond 1.2x Strategy Adv is classified as asset class Trading-Leveraged Debt

Rydex Govt Long Bond 1.2x Strategy Adv expense ratio is 1.45%

Rydex Govt Long Bond 1.2x Strategy Adv rating is

(67%)

Rydex Govt Long Bond 1.2x Strategy Adv (RYADX) Dividend Info

Rydex Govt Long Bond 1.2x Strategy Adv (RYADX) dividend growth in the last 12 months is -31.40%

The trailing 12-month yield of Rydex Govt Long Bond 1.2x Strategy Adv is 0.88%. its dividend history:

Date	Dividend
08/31/2015	0.059
07/31/2015	0.067
06/30/2015	0.057
05/29/2015	0.035
04/30/2015	0.017
03/31/2015	0.021
02/27/2015	0.047
01/30/2015	0.033
12/31/2014	0.032
11/28/2014	0.024
10/31/2014	0.021
09/30/2014	0.027
08/29/2014	0.055
07/31/2014	0.029
06/30/2014	0.034
05/30/2014	0.042
04/30/2014	0.021
03/31/2014	0.048
02/28/2014	0.022
01/31/2014	0.126
12/31/2013	0.072
11/29/2013	0.054
10/31/2013	0.072
09/30/2013	0.081
08/30/2013	0.135
07/31/2013	0.108
06/28/2013	0.081
05/31/2013	0.117
04/30/2013	0.063
03/28/2013	0.009
02/28/2013	0.045
01/31/2013	0.117
12/31/2012	0.783
12/07/2012	0.909
11/30/2012	0.126
10/31/2012	0.081
09/28/2012	0.135
08/31/2012	0.117
07/31/2012	0.117
06/29/2012	0.117
05/31/2012	0.063
04/30/2012	0.108
03/30/2012	0.144
02/29/2012	0.162
01/31/2012	0.171
12/30/2011	0.171
11/30/2011	0.18
10/31/2011	0.189
09/30/2011	0.189
08/31/2011	0.207
07/29/2011	0.216
06/30/2011	0.216
05/31/2011	0.234
04/29/2011	0.207
03/31/2011	0.234
02/28/2011	0.216
01/31/2011	0.225
12/31/2010	0.243
11/30/2010	0.225
10/29/2010	0.216
09/30/2010	0.207
08/31/2010	0.216
07/30/2010	0.225
06/30/2010	0.216
05/28/2010	0.243
03/31/2010	0.252
02/26/2010	0.225
01/29/2010	0.252
12/31/2009	0.234
11/30/2009	0.216
10/30/2009	0.234
09/30/2009	0.216
08/31/2009	0.207
07/31/2009	0.252
06/30/2009	0.225
05/29/2009	0.225
03/31/2009	0.198
02/27/2009	0.189
01/30/2009	0.207
12/31/2008	0.207
11/28/2008	0.207
10/31/2008	0.252
09/30/2008	0.225
08/29/2008	0.261
07/31/2008	0.252
06/30/2008	0.243
05/30/2008	0.261
04/30/2008	0.243
03/31/2008	0.234
02/29/2008	0.261
01/31/2008	0.252
12/31/2007	0.252
11/30/2007	0.27
10/31/2007	0.261
09/28/2007	0.234
08/31/2007	0.297
07/31/2007	0.27
06/29/2007	0.279
05/31/2007	0.27
04/30/2007	0.252
03/30/2007	0.279
02/28/2007	0.243
01/31/2007	0.261
12/29/2006	0.279
11/30/2006	0.261
10/31/2006	0.27
09/29/2006	0.27
08/31/2006	0.279
07/31/2006	0.261
06/30/2006	0.288
05/31/2006	0.279
04/28/2006	0.252
03/31/2006	0.288
02/28/2006	0.243
01/31/2006	0.252
12/30/2005	0.297
11/30/2005	0.27
10/31/2005	0.261
09/30/2005	0.279
08/31/2005	0.279
07/29/2005	0.279
06/30/2005	0.27
05/31/2005	0.279
04/29/2005	0.288
03/31/2005	0.297
02/28/2005	0.252
01/31/2005	0.234
11/30/2004	0.27
10/29/2004	0.27
08/31/2004	0.27
07/30/2004	0.288
06/30/2004	0.27
05/28/2004	0.27
04/30/2004	0.288
03/31/2004	0.27

Dividend Growth History for Rydex Govt Long Bond 1.2x Strategy Adv (RYADX)

Year	Payout Amount	Year Start Yield	Annual Payout Growth (YoY)	CAGR to 2015
2015	$0.336	0.59%	-30.15%	-
2014	$0.481	3.47%	-49.58%	-30.15%
2013	$0.954	5.87%	-68.55%	-40.65%
2012	$3.033	18.96%	22.10%	-51.97%
2011	$2.484	21.40%	-1.43%	-39.35%
2010	$2.52	23.06%	4.87%	-33.17%
2009	$2.403	15.26%	-17.08%	-27.96%
2008	$2.898	25.18%	-8.52%	-26.49%
2007	$3.168	29.55%	-1.68%	-24.46%
2006	$3.222	28.14%	-1.92%	-22.21%
2005	$3.285	29.81%	49.59%	-20.39%
2004	$2.196	21.45%	-	-15.69%

Dividend Growth Chart for Rydex Govt Long Bond 1.2x Strategy Adv (RYADX)

Rydex Govt Long Bond 1.2x Strategy Adv (RYADX) Historical Returns And Risk Info

From 11/11/2003 to 09/30/2015, the compound annualized total return (dividend reinvested) of Rydex Govt Long Bond 1.2x Strategy Adv (RYADX) is 5.166%. Its cumulative total return (dividend reinvested) is 81.816%.

From 11/11/2003 to 09/30/2015, the Maximum Drawdown of Rydex Govt Long Bond 1.2x Strategy Adv (RYADX) is 37.0%.

From 11/11/2003 to 09/30/2015, the Sharpe Ratio of Rydex Govt Long Bond 1.2x Strategy Adv (RYADX) is 0.22.

From 11/11/2003 to 09/30/2015, the Annualized Standard Deviation of Rydex Govt Long Bond 1.2x Strategy Adv (RYADX) is 18.9%.

From 11/11/2003 to 09/30/2015, the Beta of Rydex Govt Long Bond 1.2x Strategy Adv (RYADX) is -0.4.

	Last 1 Week*	1 Yr	3 Yr	5 Yr	10 Yr	Since 11/11/2003	2015	2014	2013	2012	2011	2010	2009	2008	2007	2006	2005	2004	2003
Annualized Return(%)	0.0	0.0	0.0	-0.2	3.5	5.2	-3.0	34.7	-17.1	2.2	38.9	7.4	-33.3	45.2	6.2	-7.3	4.3	5.6	3.5
Sharpe Ratio	NA	0.41	0.11	0.3	0.19	0.22	-0.18	2.57	-0.99	0.12	1.53	0.36	-1.27	1.82	0.22	-0.96	0.16	0.35	1.84
Draw Down(%)	NA	21.4	22.2	25.7	37.0	37.0	21.4	6.6	20.2	13.5	14.0	19.7	35.3	12.0	13.0	15.5	11.4	14.7	3.1
Standard Deviation(%)	NA	20.6	17.5	19.8	19.8	18.9	22.1	13.5	17.3	18.4	25.4	20.4	26.3	24.2	14.2	11.1	12.9	13.3	15.3
Treynor Ratio	NA	-0.15	-0.03	-0.09	-0.09	-0.1	0.07	-0.64	0.47	-0.02	-0.51	-0.12	1.16	-1.55	-0.09	-1.01	-0.55	-0.75	-0.57
Alpha	NA	0.02	0.02	0.05	0.01	0.03	-0.02	0.15	-0.03	0.07	0.16	0.07	-0.12	0.11	0.02	-0.05	0.01	0.02	0.19
Beta	NA	-0.54	-0.53	-0.68	-0.41	-0.4	-0.55	-0.54	-0.37	-0.93	-0.77	-0.63	-0.29	-0.28	-0.36	0.11	-0.04	-0.06	-0.49
RSquare	NA	0.16	0.14	0.27	0.19	0.17	0.16	0.21	0.06	0.42	0.49	0.31	0.09	0.23	0.16	0.01	0.0	0.0	0.12
Yield(%)	N/A	0.9	7.1	12.2	19.7	N/A	0.6	3.5	5.8	19.0	21.4	23.0	15.2	25.0	29.5	28.1	29.9	21.5	0.0
Dividend Growth(%)	N/A	-32.9	-46.2	-43.3	N/A	N/A	-27.1	-49.5	-68.8	22.1	-0.8	4.6	-16.7	-8.9	-1.9	-2.1	49.5	N/A	N/A

Return Calculator for Rydex Govt Long Bond 1.2x Strategy Adv (RYADX)

Calculate Performance

Start date (MM/dd/yyyy)

End date (MM/dd/yyyy)

Click here for comparison with other funds, portfolios or stocks

Rydex Govt Long Bond 1.2x Strategy Adv (RYADX) Historical Return Chart

Click here for interactive chart

Rydex Govt Long Bond 1.2x Strategy Adv (RYADX) Rolling Returns Charts

A rolling return for a period such as 5-year, as of a specific date, represents the investment’s performance over the preceding five years leading up to that date. In the 5-year rolling chart, the value on any given date corresponds to the annualized return for the preceding 5 years up to that very date. Thus, for instance, the chart value on 8/28/2015 reflects the annualized return from 8/28/2010 to 8/28/2015. A 5-year rolling return chart for an investment (stock, fund or portfolio) depicts the return sequence of 5-year trailing returns for the dates in the chart.

These rolling returns contrast with the most recent 3, 5, 10, and 15-year returns, as they solely depict the returns for those respective periods leading up to the most recent date, without encompassing every date in the historical record.

Rolling return charts offer a more precise insight into a portfolio’s risk and return stability (including funds or individual stocks). This is particularly true when focusing on the minimal return points within a rolling return chart as a measure of a fund or a portfolio's risk. A well-known observation, often attributed to ‘Murphy’s law’, is that it tends to perform poorly when investors decide to follow an investment due to its recent strong returns. Sound familiar? Information regarding minimum rolling returns could help mitigate this predicament. Investors can opt for an investment showcasing high minimum rolling returns within their preferred holding durations. In fact, merely possessing knowledge of such minimum rolling period returns can anchor investors’ expectations.

For instance, let’s consider an investor who follows a model portfolio (or even simply purchases and holds a fund like VFINX or SPY) for 10 years. Armed with knowledge of this portfolio’s minimum 10-year rolling return since its inception date or the fund’s inception (in the case of VFINX, recognizing that the minimum 10-year rolling return since 1987 could be as low as -2.24%), the investor should reasonably anticipate the potential for the portfolio to incur losses over the forthcoming 10 years.

Minimum rolling return for a period such as 10-year offers a different and often better historical risk and return metric than other popular risk and return metrics such as Sharpe ratio, standard deviation (volatility) or maximum drawdown.

See Portfolio Calculator and Rolling Returns for more detailed description.

From 11/11/2003 to 09/30/2015, the worst annualized return of 3-year rolling returns for Rydex Govt Long Bond 1.2x Strategy Adv (RYADX) is -3.37%.

From 11/11/2003 to 09/30/2015, the worst annualized return of 5-year rolling returns for Rydex Govt Long Bond 1.2x Strategy Adv (RYADX) is -1.17%.

From 11/11/2003 to 09/30/2015, the worst annualized return of 10-year rolling returns for Rydex Govt Long Bond 1.2x Strategy Adv (RYADX) is 5.12%.

From 11/11/2003 to 09/30/2015, the worst annualized return of 20-year rolling returns for Rydex Govt Long Bond 1.2x Strategy Adv (RYADX) is NA.

Related Articles for Rydex Govt Long Bond 1.2x Strategy Adv(RYADX)