Rydex Dow 2x Strategy A (RYLDX)
110.95
+5.62 (+5.34%)
USD |
Jun 24 2022
RYLDX Max Drawdown (5Y): 63.16% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 63.16% |
| April 30, 2022 | 63.16% |
| March 31, 2022 | 63.16% |
| February 28, 2022 | 63.16% |
| January 31, 2022 | 63.16% |
| December 31, 2021 | 63.16% |
| November 30, 2021 | 63.16% |
| October 31, 2021 | 63.16% |
| September 30, 2021 | 63.16% |
| August 31, 2021 | 63.16% |
| July 31, 2021 | 63.16% |
| June 30, 2021 | 63.16% |
| May 31, 2021 | 63.16% |
| April 30, 2021 | 63.16% |
| March 31, 2021 | 63.16% |
| February 28, 2021 | 63.16% |
| January 31, 2021 | 63.16% |
| December 31, 2020 | 63.16% |
| November 30, 2020 | 63.16% |
| October 31, 2020 | 63.16% |
| September 30, 2020 | 63.16% |
| August 31, 2020 | 63.16% |
| July 31, 2020 | 63.16% |
| June 30, 2020 | 63.16% |
| May 31, 2020 | 63.16% |
| Date | Value |
|---|---|
| April 30, 2020 | 63.16% |
| March 31, 2020 | 63.16% |
| February 29, 2020 | 34.83% |
| January 31, 2020 | 34.83% |
| December 31, 2019 | 34.83% |
| November 30, 2019 | 34.83% |
| October 31, 2019 | 34.83% |
| September 30, 2019 | 34.83% |
| August 31, 2019 | 34.83% |
| July 31, 2019 | 34.83% |
| June 30, 2019 | 34.83% |
| May 31, 2019 | 34.83% |
| April 30, 2019 | 34.83% |
| March 31, 2019 | 34.83% |
| February 28, 2019 | 34.83% |
| January 31, 2019 | 34.83% |
| December 31, 2018 | 34.83% |
| November 30, 2018 | 27.23% |
| October 31, 2018 | 27.23% |
| September 30, 2018 | 27.23% |
| August 31, 2018 | 27.23% |
| July 31, 2018 | 27.23% |
| June 30, 2018 | 27.23% |
| May 31, 2018 | 27.23% |
| April 30, 2018 | 27.23% |
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
27.23%
Minimum
Jun 2017
63.16%
Maximum
Mar 2020
45.30%
Average
34.83%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| ProFunds Ultra Dow 30 Svc | 63.43% |
| Rydex Inverse Dow 2x Strategy A | 87.89% |
| ProFunds UltraShort Dow 30 Svc | 88.55% |
| Rydex Emerging Markets 2X Strategy A | 71.27% |
| Rydex S&P 500 2x Strategy A | 59.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.540 |
| Beta (5Y) | 1.950 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.23% |
| Historical Sharpe Ratio (5Y) | 0.6061 |
| Historical Sortino (5Y) | 0.6435 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.93% |