Rydex Russell 2000 Fund C (RYROX)
40.49
+0.89
(+2.25%)
USD |
May 02 2025
RYROX Max Drawdown (5Y): 34.16% for April 30, 2025
View 4,000+ Financial Data Types:
Add
Browse
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Rydex Mid-Cap 1.5x Strategy Fund C | 40.79% |
| Rydex S&P 500 Fund C | 25.89% |
| Rydex Russell 2000 2x Strategy Fund C | 62.32% |
| Allspring Index Fund C | 25.19% |
| Rydex S&P 500 Pure Growth Fund C | 36.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.745 |
| Beta (5Y) | 1.112 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.557 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9992 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.06% |
| Historical Sharpe Ratio (5Y) | 0.2204 |
| Historical Sortino (5Y) | 0.4046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.31% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:RYROX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:RYROX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |