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Rydex S&P 500 2x Strategy Fund (RYTNX) Sortino Ratio: 2.49

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

The fund employs as its investment strategy a program of investing in the common stock of companies that are generally within the capitalization range of the underlying index and derivative instruments. It will invest at least 80% of its net assets, plus any borrowings for investment purposes, in financial instruments with economic characteristics that should perform similarly to the securities of companies in the underlying index. The fund is non-diversified.

RYTNX's Sortino Ratio of 2.49 indicates that for each unit of downside volatility, it generates 2.49 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

RYTNX Sortino Ratio Rank

RYTNX Sortino Ratio Rank: 41.241
Average

RYTNX ranks above 41.2% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Returns are proportional to downside risk—neither strong nor weak
  • Evaluate whether downside volatility aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

RYTNX Sortino Ratio Market Positioning

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

  • Red zone (bottom 25%): 1.93 or lower
  • Yellow zone (middle 50%): 1.93 to 3.30
  • Green zone (top 25%): 3.30 or higher
  • Top 1%: 9.05+
  • Median: 2.75 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Rydex S&P 500 2x Strategy Fund's Sortino Ratio with other mutual funds in the Leveraged Equities category across multiple time periods, showing how RYTNX'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 Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
UJPIXProFunds UltraJapan Fund4.35
BIPIXProFunds Biotechnology UltraSector Fund3.40
SMPIXProFunds Semiconductor UltraSector Fund Investor Class3.30
RYJSXRydex Japan 2x Strategy Fund3.15
PHPIXProFunds Pharmaceuticals UltraSector Fund3.04
TEPIXProFunds Technology UltraSector Fund2.97
DXRLXDirexion Monthly Small Cap Bull 1.75X Fund2.77
DXNLXDirexion Monthly NASDAQ-100 Bull 1.25X Fund2.77
UOPIXProFunds UltraNASDAQ-100 Fund2.75
RYMKXRydex Russell 2000 1.5x Strategy Fund2.74
RYTNXRydex S&P 500 2x Strategy Fund2.49

S&P 500 Index

How to choose period

Historical Sortino Ratio

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

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

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Sortino Ratio Calculator

IHow does RYTNX fit in your portfolio?

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