- ISIN
- US78249R2141
- Issuer
- Russell
- Inception Date
- Apr 30, 2015
- Category
- Diversified Portfolio
- Min. Investment
- $10,000,000
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
RMYYX Performance Chart
Russell Investments Multi-Strategy Income Fund (RMYYX) is up 4.8% since the beginning of the year. RMYYX is currently trading at $11 per share. Investors who bought $1,000 worth of RMYYX shares 5 years ago would now be looking at an investment worth $1,244.
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Returns By Period
Russell Investments Multi-Strategy Income Fund (RMYYX) has returned 4.82% so far this year and 13.51% over the past 12 months. Over the last ten years, RMYYX has returned 5.21% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Russell Investments Multi-Strategy Income Fund
- 1D
- 0.09%
- 1M
- 0.66%
- YTD
- 4.82%
- 6M
- 5.03%
- 1Y
- 13.51%
- 3Y*
- 10.00%
- 5Y*
- 4.47%
- 10Y*
- 5.21%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
RMYYX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, RMYYX's average daily return is +0.02%, while the average monthly return is +0.48%. At this rate, an investment would double in approximately 12.1 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +6.9%, while the worst month was Mar 2020 at -11.2%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.
On a daily basis, RMYYX closed higher 48% of trading days. The best single day was Mar 24, 2020 with a return of +5.2%, while the worst single day was Mar 18, 2020 at -6.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.45% | 3.35% | -4.63% | 3.22% | 0.38% | 0.19% | 4.82% | ||||||
| 2025 | 1.72% | 1.37% | -0.52% | 0.84% | 1.36% | 2.27% | -0.23% | 2.56% | 1.90% | 0.23% | 1.18% | 0.76% | 14.24% |
| 2024 | -0.54% | 0.11% | 2.70% | -2.99% | 2.83% | 0.74% | 2.30% | 3.11% | 2.01% | -2.70% | 1.22% | -3.00% | 5.64% |
| 2023 | 5.58% | -3.34% | 2.12% | 1.32% | -1.52% | 1.65% | 1.70% | -1.52% | -3.19% | -2.12% | 6.56% | 4.36% | 11.56% |
| 2022 | -1.13% | -1.24% | -0.68% | -5.29% | -0.51% | -5.90% | 4.70% | -3.60% | -7.57% | 1.98% | 6.92% | -1.42% | -13.78% |
| 2021 | -0.58% | 2.54% | 2.19% | 2.57% | 2.10% | -1.97% | 0.18% | 0.73% | -0.90% | 2.01% | -2.24% | 2.25% | 9.06% |
Benchmark Metrics
Russell Investments Multi-Strategy Income Fund has an annualized alpha of 0.94%, beta of 0.35, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.
- This fund participated in 53.07% of S&P 500 Index downside but only 40.66% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.35 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.94%
- Beta
- 0.35
- R²
- 0.53
- Upside Capture
- 40.66%
- Downside Capture
- 53.07%
Expense Ratio
RMYYX has an expense ratio of 0.57%, placing it in the medium range.
Return for Risk
Risk / Return Rank
RMYYX ranks 64 for risk / return — better than 64% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Russell Investments Multi-Strategy Income Fund (RMYYX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RMYYX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.37 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.78 | -0.42 |
| Martin ratioReturn relative to average drawdown | 8.68 | 12.44 | -3.76 |
Dividends
Dividend History
Russell Investments Multi-Strategy Income Fund provided a 3.94% dividend yield over the last twelve months, with an annual payout of $0.42 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.42 | $0.42 | $0.52 | $0.48 | $0.35 | $0.62 | $0.16 | $0.36 | $0.36 | $0.35 | $0.39 |
Dividend yield | 3.94% | 4.10% | 5.57% | 5.20% | 4.02% | 5.89% | 1.52% | 3.60% | 3.83% | 3.42% | 4.00% |
Monthly Dividends
The table displays the monthly dividend distributions for Russell Investments Multi-Strategy Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.08 | $0.00 | $0.16 | $0.42 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.04 | $0.00 | $0.36 | $0.52 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.08 | $0.00 | $0.20 | $0.48 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.21 | $0.35 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.57 | $0.62 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Russell Investments Multi-Strategy Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Russell Investments Multi-Strategy Income Fund was 21.79%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current Russell Investments Multi-Strategy Income Fund drawdown is 1.01%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -21.79%Mar 2020 | 2mo 16d | 7mo 28d | 10mo 14dJan 2020 - Nov 2020 |
Bear market2022 | -21.75%Oct 2022 | 11mo 8d | 1y 9mo | 2y 8moNov 2021 - Jul 2024 |
2025 selloff2025 | -7.56%Apr 2025 | 3mo 20d | 2mo 3d | 5mo 23dDec 2024 - Jun 2025 |
Rate-hike selloffLate 2018 | -7.04%Dec 2018 | 10mo 29d | 5mo 28d | 1y 4moJan 2018 - Jun 2019 |
2026 pullback2026 | -5.65%Mar 2026 | 25d | — | 3mo 23dMar 2026 - now |
Drawdown Indicators
| RMYYX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.79% | -56.78% | +34.99% |
Max Drawdown (1Y)Largest decline over 1 year | -5.65% | -9.10% | +3.45% |
Max Drawdown (3Y)Largest decline over 3 years | -7.56% | -18.90% | +11.34% |
Max Drawdown (5Y)Largest decline over 5 years | -21.75% | -25.43% | +3.68% |
Max Drawdown (10Y)Largest decline over 10 years | -21.79% | -33.92% | +12.13% |
Current DrawdownCurrent decline from peak | -1.01% | -1.80% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -3.67% | -10.71% | +7.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 2.03% | -0.50% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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