Rydex Russell 2000 H (RYRHX)
43.87
+0.82 (+1.90%)
USD |
May 25 2022
RYRHX Max Drawdown (5Y): 43.03% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 43.03% |
| March 31, 2022 | 43.03% |
| February 28, 2022 | 43.03% |
| January 31, 2022 | 43.03% |
| December 31, 2021 | 43.03% |
| November 30, 2021 | 43.03% |
| October 31, 2021 | 43.03% |
| September 30, 2021 | 43.03% |
| August 31, 2021 | 43.03% |
| July 31, 2021 | 43.03% |
| June 30, 2021 | 43.03% |
| May 31, 2021 | 43.03% |
| April 30, 2021 | 43.03% |
| March 31, 2021 | 43.03% |
| February 28, 2021 | 43.03% |
| January 31, 2021 | 43.03% |
| December 31, 2020 | 43.03% |
| November 30, 2020 | 43.03% |
| October 31, 2020 | 43.03% |
| September 30, 2020 | 43.03% |
| August 31, 2020 | 43.03% |
| July 31, 2020 | 43.03% |
| June 30, 2020 | 43.03% |
| May 31, 2020 | 43.03% |
| April 30, 2020 | 43.03% |
| Date | Value |
|---|---|
| March 31, 2020 | 43.03% |
| February 29, 2020 | 27.32% |
| January 31, 2020 | 27.32% |
| December 31, 2019 | 27.32% |
| November 30, 2019 | 27.32% |
| October 31, 2019 | 27.32% |
| September 30, 2019 | 27.32% |
| August 31, 2019 | 27.32% |
| July 31, 2019 | 27.32% |
| June 30, 2019 | 27.32% |
| May 31, 2019 | 27.32% |
| April 30, 2019 | 27.32% |
| March 31, 2019 | 27.32% |
| February 28, 2019 | 27.32% |
| January 31, 2019 | 27.32% |
| December 31, 2018 | 27.32% |
| November 30, 2018 | 26.66% |
| October 31, 2018 | 26.66% |
| September 30, 2018 | 26.66% |
| August 31, 2018 | 26.66% |
| July 31, 2018 | 26.66% |
| June 30, 2018 | 26.66% |
| May 31, 2018 | 26.66% |
| April 30, 2018 | 26.66% |
| March 31, 2018 | 26.66% |
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
26.66%
Minimum
May 2017
43.03%
Maximum
Mar 2020
33.92%
Average
27.32%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| T. Rowe Price Small-Cap Index | 41.84% |
| MM Russell 2000® Small Cap Index Adm | 42.10% |
| TIAA-CREF Small-Cap Blend Idx Advisor | 41.75% |
| Fidelity® Flex Small Cap Index | 41.72% |
| Schwab Small Cap Index | 41.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.31 |
| Beta (5Y) | 1.168 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.95% |
| Historical Sharpe Ratio (5Y) | 0.2922 |
| Historical Sortino (5Y) | 0.3184 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.72% |