Rydex Russell 2000 C (RYROX)

41.60 -0.43  -1.02% Feb 21 USD
View Full Chart
Total Returns Chart

Key Stats

Net Asset Value 41.60
Turnover Ratio 112.0%
1 Year Fund Level Flows -13.80M

Performance & Returns

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -0.43% -1.24% 25
3M 5.81% 4.55% 20
6M 10.74% 11.74% 39
YTD 0.56% 0.35% 31
1Y 5.71% 6.32% 48
3Y 4.95% 6.04% 61
5Y 5.29% 6.73% 78
10Y 9.19% 11.04% 93
15Y -- 7.76% --
20Y -- 8.49% --
As of Feb. 21, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 43.72% 43.72% 0.00%
Stock 0.02% 0.18% 0.16%
Bond 56.48% 56.48% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other -0.22% 0.00% 0.22%
As of Dec. 31, 2019

Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.06%
As of Dec. 31, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

RYROX Bond Exposure

Government 56.37%
Corporate 7.83%
Securitized 0.00%
Municipal 0.00%
Cash 35.80%
Derivative 0.00%
As of Dec. 31, 2019

RYROX Bond Credit Quality Exposure

AAA --
AA --
A --
BBB --
BB --
B --
Below B --
Date Unavailable

RYROX Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 0.00%
183 to 364 Days 0.00%
1 to 3 Years 100.0%
3 to 5 Years 0.00%
5 to 7 Years 0.00%
7 to 10 Years 0.00%
10 to 15 Years 0.00%
15 to 20 Years 0.00%
20 to 30 Years 0.00%
Over 30 Years 0.00%
As of Dec. 31, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Federal Farm Credit Banks 1.82% 11.93% -- --
-- Federal Farm Credit Banks 1.89% 11.24% -- --
-- Federal Home Loan Mortgage Corporation 2.4% 11.13% -- --
-- Federal Farm Credit Banks 1.95% 11.12% -- --
-- Federal Home Loan Banks 1.15% 9.71% -- --
-- Federal Home Loan Banks 1.57% 8.24% -- --
-- United States Treasury Bills 1.5% 7.87% -- --
-- Federal Farm Credit Banks 1.9% 5.55% -- --
-- Federal Home Loan Mortgage Corporation 1.67% 5.53% -- --
-- Federal Home Loan Banks 1.57% 4.99% -- --
As of Dec. 31, 2019
Advertisement

Basic Info

Investment Strategy
The investment seeks to provide investment results that match, before fees and expenses, the performance of the Russell 2000® Index on a daily basis. The fund employs as its investment strategy a program of investing in the common stock of companies that are generally within the capitalization range of the underlying index and derivative instruments. It will invest at least 80% of its net assets, plus any borrowings for investment purposes, in securities of companies in the underlying index and derivatives and other instruments whose performance is expected to correspond to that of the underlying index. The fund is non-diversified.
General
Security Type Mutual Fund
Oldest Share Symbol RYRRX
Equity Style --
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Small Blend
Prospectus Objective Growth
Fund Owner Firm Name Rydex Funds
Benchmark Index
Russell 2000 TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Michael Byrum 13.59 yrs
Ryan Harder 11.81 yrs

Share Classes

Symbol Share Class
RYRHX Other
RYRRX A

Net Fund Flows

1M -7.078M
3M -4.764M
6M -10.16M
YTD -7.078M
1Y -13.80M
3Y -35.98M
5Y -62.50M
10Y -28.78M
As of Jan. 31, 2020

Risk Info

Beta (5Y) 1.163
Historical Sharpe Ratio (10Y) 0.6121
Historical Sortino (All) 0.2928
Daily Value at Risk (VaR) 1% (All) 4.15%
Monthly Value at Risk (VaR) 1% (All) 18.64%

Fundamentals

Dividend Yield TTM (2-21-20) 0.03%
30-Day SEC Yield --
7-Day SEC Yield (2-19-20) 0.00%
Current Yield 2.14%
Yield to Maturity --
Effective Duration --
Average Coupon 1.97%
Average Credit Score --
Average Price 100.05
Number of Holdings 24
As of Dec. 31, 2019

Comparables

Edit

Attributes

Purchase Details
Open to New Investors Yes
Open to Existing Investors Yes
Minimum Initial Investment 2500.00 USD
Minimum Subsequent Investment 0.00 USD
Fees
Actual 12B-1 Fee 1.00%
Actual Management Fee 0.75%
Administration Fee --
Performance Fee --
Switching Fee --
Transaction Fee --
Maximum Front Load --
Maximum Deferred Load 1.00%
Maximum Redemption Fee --
Key Dates
Inception Date 5/31/2006
Termination Date
Last Annual Report Date 3/31/2019
Last Prospectus Date 8/1/2019
Attributes
Exchange Traded Share No
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
Advertisement

{{root.upsell.info.feature_headline}}.

{{root.upsell.info.feature_description}}

Please note that this feature is only available as an add-on to YCharts subscriptions.


Please note that this feature requires full activation of your account and is not permitted during the free trial period.

Start My Free Trial {{root.upsell.info.call_to_action}} No credit card required.

Already a subscriber? Sign in.