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ISIN
US7835547511
CUSIP
783554751
Inception Date
Apr 20, 1998
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

RYEIX Performance Chart

Rydex Energy Fund (RYEIX) is up 24.2% since the beginning of the year. RYEIX is currently trading at $324 per share. Investors who bought $1,000 worth of RYEIX shares 5 years ago would now be looking at an investment worth $2,167.


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S&P 500 Index

Returns By Period

Rydex Energy Fund (RYEIX) has returned 24.23% so far this year and 31.38% over the past 12 months. Over the last ten years, RYEIX has returned 5.55% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Rydex Energy Fund

1D
-0.92%
1M
-9.30%
YTD
24.23%
6M
24.87%
1Y
31.38%
3Y*
12.86%
5Y*
16.73%
10Y*
5.55%

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)

RYEIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 1999, RYEIX's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.

Historically, 54% of months were positive and 46% were negative. The best month was Apr 2020 with a return of +34.4%, while the worst month was Mar 2020 at -41.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.

On a daily basis, RYEIX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +20.4%, while the worst single day was Mar 9, 2020 at -24.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202613.44%8.93%10.74%0.81%-4.52%-5.68%24.23%
20251.53%-1.31%1.83%-13.00%4.66%5.45%2.55%4.53%1.85%-0.75%2.84%-2.02%6.96%
2024-2.69%3.06%9.72%-1.85%2.47%-3.47%1.94%-3.16%-3.34%-1.01%7.91%-7.71%0.49%
20233.52%-6.17%-2.42%0.46%-7.53%8.70%9.35%0.59%0.89%-4.26%-0.68%0.86%1.87%
202211.73%8.03%11.44%-4.14%14.56%-16.35%12.24%4.58%-10.11%19.52%2.57%-6.43%49.54%
20214.33%20.54%2.25%1.12%7.82%5.46%-9.54%-0.55%8.96%11.41%-6.40%-0.28%50.70%

Benchmark Metrics

Rydex Energy Fund has an annualized alpha of 0.88%, beta of 1.05, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since January 04, 1999.

  • This fund participated in 105.89% of S&P 500 Index downside but only 98.77% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.44 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.88%
Beta
1.05
0.44
Upside Capture
98.77%
Downside Capture
105.89%

Expense Ratio

RYEIX has a high expense ratio of 1.36%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

RYEIX ranks 41 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


RYEIX Risk / Return Rank: 4141
Overall Rank
RYEIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
RYEIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
RYEIX Omega Ratio Rank: 2929
Omega Ratio Rank
RYEIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
RYEIX Martin Ratio Rank: 4747
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 Energy Fund (RYEIX) 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.


RYEIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.10

Calmar ratioReturn relative to maximum drawdown

2.86

2.78

+0.08

Martin ratioReturn relative to average drawdown

9.22

12.44

-3.22

Dividends

Dividend History

Rydex Energy Fund provided a 2.02% dividend yield over the last twelve months, with an annual payout of $6.53 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$2.00$4.00$6.00$8.00$10.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$6.53$6.53$9.58$6.89$6.64$0.89$2.83$1.45$1.42$1.68$1.57$0.83

Dividend yield

2.02%2.51%3.84%2.68%2.55%0.50%2.38%0.78%0.81%0.71%0.62%0.43%

Monthly Dividends

The table displays the monthly dividend distributions for Rydex Energy 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$6.53$6.53
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$9.58$9.58
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.89$6.89
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.64$6.64
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.89$0.89

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 Energy 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 Energy Fund was 83.50%, occurring on Mar 18, 2020. Recovery took 1508 trading sessions.

The current Rydex Energy Fund drawdown is 11.15%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-83.50%Mar 2020
11y 9mo6y 2d
17y 9moJun 2008 - Mar 2026
Dot-com crash2000–2002
-40.30%Jul 2002
1y 2mo1y 11mo
3y 1moMay 2001 - Jun 2004
2000 correction2000
-17.92%Feb 2000
5mo 18d1mo 8d
6mo 26dSep 1999 - Apr 2000
2006 correction2006
-17.83%Oct 2006
4mo 25d6mo 9d
11mo 4dMay 2006 - Apr 2007
Financial crisis2007–2009
-16.71%Jan 2008
2mo 17d2mo 22d
5mo 9dNov 2007 - Apr 2008

Drawdown Indicators


RYEIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-83.50%

-56.78%

-26.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.15%

-9.10%

-2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-26.94%

-18.90%

-8.04%

Max Drawdown (5Y)

Largest decline over 5 years

-26.94%

-25.43%

-1.51%

Max Drawdown (10Y)

Largest decline over 10 years

-74.93%

-33.92%

-41.01%

Current Drawdown

Current decline from peak

-11.15%

-1.80%

-9.35%

Average Drawdown

Average peak-to-trough decline

-28.58%

-10.71%

-17.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

2.03%

+1.43%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with RYEIX

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

Open Portfolio Analyzer with RYEIX