Rydex S&P 500 Pure Value Fund (RYVVX)

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Rydex S&P 500 Pure Value Fund (RYVVX) is up 8.6% since the beginning of the year. RYVVX is currently trading at $105 per share. Investors who bought $1,000 worth of RYVVX shares 5 years ago would now be looking at an investment worth $1,523.

Rydex S&P 500 Pure Value Fund (RYVVX) has returned 8.60% so far this year and 22.07% over the past 12 months. Over the last ten years, RYVVX has returned 8.41% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Jan 3, 2005, RYVVX's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +31.9%, while the worst month was Mar 2020 at -28.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, RYVVX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +12.9%, while the worst single day was Nov 28, 2007 at -15.3%.

Rydex S&P 500 Pure Value Fund has an annualized alpha of -2.96%, beta of 1.13, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since January 03, 2005.

• This fund participated in 124.77% of S&P 500 Index downside but only 111.87% of its upside - more exposed to losses than it benefited from rallies.
• This fund had an annualized alpha of -2.96% versus S&P 500 Index - delivering less than market exposure alone would predict.
• With beta of 1.13 and R2 of 0.74, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

RYVVX has a high expense ratio of 2.26%, indicating above-average management fees.

RYVVX ranks 47 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.

Rydex S&P 500 Pure Value Fund provided a 0.23% dividend yield over the last twelve months, with an annual payout of $0.24 per share.

The table displays the monthly dividend distributions for Rydex S&P 500 Pure Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Rydex S&P 500 Pure Value 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 S&P 500 Pure Value Fund was 82.48%, occurring on Mar 6, 2009. Recovery took 1214 trading sessions.

The current Rydex S&P 500 Pure Value Fund drawdown is 3.70%.

The chart below shows the rolling one-month volatility.