Rydex S&P SmallCap 600 Pure Value Fund H (RYAZX)
274.78
+3.11
(+1.14%)
USD |
Aug 21 2026
RYAZX Max Drawdown (5Y): 30.05% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 30.05% |
| June 30, 2026 | 30.05% |
| May 31, 2026 | 30.05% |
| April 30, 2026 | 30.05% |
| March 31, 2026 | 30.05% |
| February 28, 2026 | 30.05% |
| January 31, 2026 | 30.05% |
| December 31, 2025 | 30.05% |
| November 30, 2025 | 30.05% |
| October 31, 2025 | 36.34% |
| September 30, 2025 | 37.88% |
| August 31, 2025 | 40.26% |
| July 31, 2025 | 40.29% |
| June 30, 2025 | 46.21% |
| May 31, 2025 | 46.27% |
| April 30, 2025 | 53.92% |
| March 31, 2025 | 61.81% |
| February 28, 2025 | 61.81% |
| January 31, 2025 | 61.81% |
| December 31, 2024 | 61.81% |
| November 30, 2024 | 61.81% |
| October 31, 2024 | 61.81% |
| September 30, 2024 | 61.81% |
| August 31, 2024 | 61.81% |
| July 31, 2024 | 61.81% |
| Date | Value |
|---|---|
| June 30, 2024 | 61.81% |
| May 31, 2024 | 61.81% |
| April 30, 2024 | 61.81% |
| March 31, 2024 | 61.81% |
| February 29, 2024 | 61.81% |
| January 31, 2024 | 61.81% |
| December 31, 2023 | 61.81% |
| November 30, 2023 | 61.81% |
| October 31, 2023 | 61.81% |
| September 30, 2023 | 61.81% |
| August 31, 2023 | 61.81% |
| July 31, 2023 | 61.81% |
| June 30, 2023 | 61.81% |
| May 31, 2023 | 61.81% |
| April 30, 2023 | 61.81% |
| March 31, 2023 | 61.81% |
| February 28, 2023 | 61.81% |
| January 31, 2023 | 61.81% |
| December 31, 2022 | 61.81% |
| November 30, 2022 | 61.81% |
| October 31, 2022 | 61.81% |
| September 30, 2022 | 61.81% |
| August 31, 2022 | 61.81% |
| July 31, 2022 | 61.81% |
| June 30, 2022 | 61.81% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Rydex S&P MidCap 400 Pure Value Fund H | 24.86% |
| Rydex Russell 2000 Fund H | 33.15% |
| Rydex S&P SmallCap 600 Pure Growth Fund H | 39.07% |
| Rydex S&P 500 Pure Value Fund H | 23.36% |
| Rydex S&P 500 Fund H | 25.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.590 |
| Beta (5Y) | 1.084 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.3083 |
| Beta (vs YCharts Benchmark) (5Y) | 1.131 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.67% |
| Historical Sharpe Ratio (5Y) | 0.2816 |
| Historical Sortino (5Y) | 0.4974 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.07% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:RYAZX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:RYAZX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |