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Rydex Retailing Fund (RYRIX) Sharpe Ratio: 0.45

Mutual Fund · Currency in USD · Last updated Jun 23, 2026

Under normal circumstances, the fund invests substantially all (at least 80%) of its net assets in equity securities of Retailing Companies that are traded in the United States and in derivatives, which primarily consist of futures contracts and options on securities, futures contracts, and stock indices. It may invest to a significant extent in the securities of Retailing Companies that have small to mid-sized capitalizations. The fund also may purchase American Depositary Receipts ("ADRs") to gain exposure to foreign Retailing Companies and U.S. government securities.

RYRIX's Sharpe Ratio of 0.45 indicates that for each unit of volatility, it generates 0.45 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

RYRIX Sharpe Ratio Rank

RYRIX Sharpe Ratio Rank: 6.06
Concerning

RYRIX ranks above 6.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

RYRIX Sharpe Ratio Market Positioning

The chart shows RYRIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.33 or lower
  • Yellow zone (middle 50%): 1.33 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.32+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Rydex Retailing Fund's Sharpe Ratio with other mutual funds in the Consumer Discretionary Equities category across multiple time periods, showing how RYRIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FSHOXFidelity Select Construction & Housing Portfolio0.95
FSCPXFidelity Select Consumer Discretionary Portfolio0.86
VCDAXVanguard Consumer Discretionary Index Fund Admiral Shares0.70
USLUXU.S. Global Investors Global Luxury Goods Fund0.66
RYRIXRydex Retailing Fund0.45
FSAVXFidelity Select Automotive Portfolio0.10
FSRPXFidelity Select Retailing Portfolio0.04
RYLIXRydex Leisure Fund-0.06
FDLSXFidelity Select Leisure Portfolio-0.62

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows RYRIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when RYRIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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