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ISIN
US78355Y1029
CUSIP
78355Y102
Inception Date
Feb 19, 2004
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

RYCYX Performance Chart

Rydex Dow 2x Strategy Fund (RYCYX) is up 12.2% since the beginning of the year. RYCYX is currently trading at $182 per share. Investors who bought $1,000 worth of RYCYX shares 5 years ago would now be looking at an investment worth $1,837.


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S&P 500 Index

Returns By Period

Rydex Dow 2x Strategy Fund (RYCYX) has returned 12.15% so far this year and 41.04% over the past 12 months. Looking at the last ten years, RYCYX has achieved an annualized return of 18.14%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Rydex Dow 2x Strategy Fund

1D
0.20%
1M
3.64%
YTD
12.15%
6M
10.56%
1Y
41.04%
3Y*
23.07%
5Y*
12.93%
10Y*
18.14%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYCYX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2005, RYCYX's average daily return is +0.07%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.

Historically, 62% of months were positive and 38% were negative. The best month was Oct 2022 with a return of +28.9%, while the worst month was Mar 2020 at -32.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, RYCYX closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +22.6%, while the worst single day was Mar 16, 2020 at -25.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.89%-0.17%-10.83%14.15%5.28%1.90%12.15%
20258.88%-3.46%-8.76%-8.08%7.57%8.36%-0.42%6.14%3.34%4.42%0.24%0.98%18.63%
20241.80%4.23%3.67%-10.36%4.32%1.75%8.31%2.96%3.28%-3.26%15.09%-10.88%19.61%
20235.13%-8.41%3.25%4.49%-6.98%8.62%6.24%-4.76%-7.45%-3.33%18.16%9.21%22.59%
2022-6.59%-6.95%4.40%-10.00%-0.15%-13.42%13.38%-7.97%-17.49%28.87%11.37%-8.81%-20.44%
2021-4.26%6.57%13.49%5.25%4.06%-0.34%2.26%2.65%-8.59%11.80%-7.26%10.89%39.43%

Benchmark Metrics

Rydex Dow 2x Strategy Fund has an annualized alpha of -1.52%, beta of 1.82, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since January 03, 2005.

  • This fund captured 206.80% of S&P 500 Index gains and 165.56% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • Beta of 1.82 means this fund moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

Alpha
-1.52%
Beta
1.82
0.93
Upside Capture
206.80%
Downside Capture
165.56%

Expense Ratio

RYCYX has a high expense ratio of 2.61%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

RYCYX ranks 36 for risk / return — below 36% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


RYCYX Risk / Return Rank: 3636
Overall Rank
RYCYX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
RYCYX Sortino Ratio Rank: 3737
Sortino Ratio Rank
RYCYX Omega Ratio Rank: 3232
Omega Ratio Rank
RYCYX Calmar Ratio Rank: 3535
Calmar Ratio Rank
RYCYX Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Rydex Dow 2x Strategy Fund (RYCYX) 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.


RYCYXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.12

2.78

-0.66

Martin ratioReturn relative to average drawdown

7.72

12.44

-4.72

Dividends

Dividend History

Rydex Dow 2x Strategy Fund provided a 1.60% dividend yield over the last twelve months, with an annual payout of $2.91 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.91$2.91$5.75$0.58$2.52$6.07$0.00$3.61$0.00$4.58$0.35$3.05

Dividend yield

1.60%1.80%4.14%0.48%2.55%4.76%0.00%3.81%0.00%5.81%0.65%7.34%

Monthly Dividends

The table displays the monthly dividend distributions for Rydex Dow 2x Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.91$2.91
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.75$5.75
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58$0.58
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.52$2.52
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.07$6.07

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 Rydex Dow 2x Strategy 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 Rydex Dow 2x Strategy Fund was 82.36%, occurring on Mar 9, 2009. Recovery took 1187 trading sessions.

The current Rydex Dow 2x Strategy Fund drawdown is 1.78%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-82.36%Mar 2009
1y 5mo4y 8mo
6y 1moOct 2007 - Nov 2013
COVID crash2020
-63.19%Mar 2020
1mo 9d11mo
1y 4dFeb 2020 - Feb 2021
Bear market2022
-40.72%Sep 2022
8mo 28d1y 4mo
2y 1moJan 2022 - Feb 2024
Rate-hike selloffLate 2018
-35.25%Dec 2018
10mo 29d6mo 20d
1y 5moJan 2018 - Jul 2019
2025 selloff2025
-32.15%Apr 2025
4mo 4d5mo 27d
10mo 1dDec 2024 - Oct 2025

Drawdown Indicators


RYCYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-82.36%

-56.78%

-25.58%

Max Drawdown (1Y)

Largest decline over 1 year

-19.49%

-9.10%

-10.39%

Max Drawdown (3Y)

Largest decline over 3 years

-32.15%

-18.90%

-13.25%

Max Drawdown (5Y)

Largest decline over 5 years

-40.72%

-25.43%

-15.29%

Max Drawdown (10Y)

Largest decline over 10 years

-63.19%

-33.92%

-29.27%

Current Drawdown

Current decline from peak

-1.78%

-1.80%

+0.02%

Average Drawdown

Average peak-to-trough decline

-18.08%

-10.71%

-7.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

2.03%

+3.32%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add Rydex Dow 2x Strategy Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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