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ISIN
US7835543890
CUSIP
783554389
Inception Date
Oct 31, 2000
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

RYMKX Performance Chart

Rydex Russell 2000 1.5x Strategy Fund (RYMKX) is up 24.6% since the beginning of the year. RYMKX is currently trading at $78 per share. Investors who bought $1,000 worth of RYMKX shares 5 years ago would now be looking at an investment worth $1,174.


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S&P 500 Index

Returns By Period

Rydex Russell 2000 1.5x Strategy Fund (RYMKX) has returned 24.55% so far this year and 60.31% over the past 12 months. Over the last ten years, RYMKX has returned 11.18% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Rydex Russell 2000 1.5x Strategy Fund

1D
-0.70%
1M
4.66%
YTD
24.55%
6M
25.48%
1Y
60.31%
3Y*
21.33%
5Y*
3.26%
10Y*
11.18%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYMKX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2001, RYMKX's average daily return is +0.06%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +28.4%, while the worst month was Mar 2020 at -33.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, RYMKX closed higher 52% of trading days. The best single day was Dec 9, 2021 with a return of +55.0%, while the worst single day was Dec 10, 2021 at -39.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.77%0.63%-7.86%18.32%6.08%-0.70%24.55%
20253.52%-8.24%-10.51%-4.49%7.64%7.83%2.30%10.38%4.31%2.11%0.96%-1.41%12.79%
2024-6.18%7.94%5.03%-10.83%7.15%-1.75%15.02%-2.92%0.61%-2.62%16.30%-12.61%11.00%
202314.76%-2.93%-7.61%-3.04%-1.83%11.90%8.90%-7.79%-9.12%-10.53%13.31%18.37%20.06%
2022-14.44%1.22%1.30%-14.79%-0.46%-12.67%15.69%-3.49%-14.59%16.35%2.99%-9.99%-33.16%
20217.39%9.17%0.96%2.97%0.10%2.67%-5.64%3.10%-4.60%6.18%-6.48%1.03%16.62%

Benchmark Metrics

Rydex Russell 2000 1.5x Strategy Fund has an annualized alpha of 0.37%, beta of 1.68, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since January 03, 2001.

  • This fund captured 191.34% of S&P 500 Index gains and 157.46% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • Beta of 1.68 means this fund moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

Alpha
0.37%
Beta
1.68
0.69
Upside Capture
191.34%
Downside Capture
157.46%

Expense Ratio

RYMKX has a high expense ratio of 1.69%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

RYMKX ranks 56 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.


RYMKX Risk / Return Rank: 5656
Overall Rank
RYMKX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
RYMKX Sortino Ratio Rank: 4545
Sortino Ratio Rank
RYMKX Omega Ratio Rank: 4040
Omega Ratio Rank
RYMKX Calmar Ratio Rank: 7979
Calmar Ratio Rank
RYMKX Martin Ratio Rank: 6363
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 Russell 2000 1.5x Strategy Fund (RYMKX) and compare them to S&P 500 Index.


RYMKXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.13

2.39

-0.26

Sortino ratio

Return per unit of downside risk

2.82

3.25

-0.44

Omega ratio

Gain probability vs. loss probability

1.33

1.43

-0.10

Calmar ratio

Return relative to maximum drawdown

3.60

3.11

+0.49

Martin ratio

Return relative to average drawdown

12.47

14.38

-1.91

Dividends

Dividend History

Rydex Russell 2000 1.5x Strategy Fund provided a 0.67% dividend yield over the last twelve months, with an annual payout of $0.53 per share.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%$0.00$10.00$20.00$30.00$40.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.53$0.53$0.73$0.11$0.00$36.61$0.25$0.00$0.00$0.00$5.34$3.81

Dividend yield

0.67%0.84%1.30%0.21%0.00%57.14%0.29%0.00%0.00%0.00%9.87%8.26%

Monthly Dividends

The table displays the monthly dividend distributions for Rydex Russell 2000 1.5x 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$0.53$0.53
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.73$0.73
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$36.61$36.61

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 Russell 2000 1.5x 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 Russell 2000 1.5x Strategy Fund was 77.57%, occurring on Mar 9, 2009. Recovery took 1053 trading sessions.

The current Rydex Russell 2000 1.5x Strategy Fund drawdown is 22.25%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-77.57%Mar 2009
1y 7mo4y 2mo
5y 10moJul 2007 - May 2013
2023 bear market2023
-63.65%Oct 2023
1y 10mo
4y 5moDec 2021 - now
COVID crash2020
-59.48%Mar 2020
1y 6mo8mo 11d
2y 2moAug 2018 - Nov 2020
Dot-com crash2000–2002
-54.43%Oct 2002
1y 8mo1y 2mo
2y 11moJan 2001 - Jan 2004
2016 bear market2016
-37.22%Feb 2016
7mo 22d9mo 10d
1y 4moJun 2015 - Nov 2016

Drawdown Indicators


RYMKXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-77.57%

-56.78%

-20.79%

Max Drawdown (1Y)

Largest decline over 1 year

-16.96%

-9.10%

-7.86%

Max Drawdown (3Y)

Largest decline over 3 years

-39.72%

-18.90%

-20.82%

Max Drawdown (5Y)

Largest decline over 5 years

-63.65%

-25.43%

-38.22%

Max Drawdown (10Y)

Largest decline over 10 years

-63.65%

-33.92%

-29.73%

Current Drawdown

Current decline from peak

-22.25%

0.00%

-22.25%

Average Drawdown

Average peak-to-trough decline

-23.36%

-10.72%

-12.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

1.97%

+2.92%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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