Rydex Utilities Fund C (RYCUX)
42.77
-0.60
(-1.38%)
USD |
May 28 2025
RYCUX Max Drawdown (5Y): 25.05% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Spirit of America Utilities Fund C | -- |
| Fidelity Advisor Utilities Fund C | 23.95% |
| PGIM Jennison Utility Fund C | 21.57% |
| Franklin Utilities Fund C | 22.95% |
| MFS Utilities Fund C | 22.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.079 |
| Beta (5Y) | 0.6159 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.182 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9443 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.19% |
| Historical Sharpe Ratio (5Y) | 0.3005 |
| Historical Sortino (5Y) | 0.4823 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.78% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:RYCUX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:RYCUX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |