Rydex S&P 500 C (RYSYX)

52.79 -0.49  -0.92% Jan 24 USD
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Key Stats

Net Asset Value 52.79
Turnover Ratio 157.0%
1 Year Fund Level Flows -21.42M

Performance & Returns

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 2.13% 2.79% 51
3M 9.28% 10.11% 51
6M 8.77% 10.31% 57
YTD 1.93% 2.64% 51
1Y 24.01% 25.50% 59
3Y 12.51% 13.81% 68
5Y 9.50% 10.46% 73
10Y 11.28% 12.53% 81
15Y -- 8.58% --
20Y -- 6.14% --
As of Jan. 24, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 11.79% 11.79% 0.00%
Stock 82.45% 82.46% 0.01%
Bond 5.00% 5.00% 0.00%
Convertible 1.98% 1.98% 0.00%
Preferred 0.00% 0.00% 0.00%
Other -1.22% 0.00% 1.22%
As of Nov. 30, 2019

Region Exposure

Americas 96.91%
North America 96.91%
Latin America 0.00%
Greater Europe 3.04%
United Kingdom 2.72%
Europe Developed 0.29%
Europe Emerging 0.03%
Africa/Middle East 0.00%
Greater Asia 0.05%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.05%
Asia Emerging 0.00%
Market Classification
% Developed Markets 99.97%
% Emerging Markets 0.03%
As of Nov. 30, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 2.30%
Communication Services 10.41%
Consumer Cyclical 9.63%
Consumer Defensive 7.60%
Energy 4.24%
Financial Services 16.03%
Healthcare 14.28%
Industrials 9.83%
Real Estate 2.99%
Technology 19.40%
Utilities 3.30%
As of Nov. 30, 2019

Stock Market Capitalization

Giant 55.43%
Large 34.53%
Medium 10.02%
Small 0.02%
Micro 0.00%
As of Nov. 30, 2019

Stock Style Exposure

Large Cap Value 29.06%
Large Cap Blend 33.34%
Large Cap Growth 27.75%
Mid Cap Value 4.02%
Mid Cap Blend 3.69%
Mid Cap Growth 2.11%
Small Cap Value 0.01%
Small Cap Blend 0.01%
Small Cap Growth 0.00%
As of Nov. 30, 2019

RYSYX Bond Exposure

Government 26.65%
Corporate 10.54%
Securitized 0.00%
Municipal 0.00%
Cash 62.82%
Derivative 0.00%
As of Nov. 30, 2019

RYSYX Bond Credit Quality Exposure

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

RYSYX 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 Nov. 30, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- JPMorgan Chase & Co. 1.63% 6.09% -- --
-- Federal Farm Credit Banks 1.9% 5.00% -- --
MSFT Microsoft Corp 3.62% 165.04 -1.01%
AAPL Apple Inc 3.55% 318.31 -0.29%
-- Federal National Mortgage Association 1.6% 2.63% -- --
AMZN Amazon.com Inc 2.34% 1861.64 -1.22%
-- Bank of America Corporation 1.62% 1.98% -- --
-- Barclays Bank plc 1.6% 1.98% -- --
FB Facebook Inc A 1.52% 217.94 -0.83%
BRK.B Berkshire Hathaway Inc B 1.35% 226.86 -1.10%
As of Nov. 30, 2019
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Basic Info

Investment Strategy
The investment seeks to provide investment results that match, before fees and expenses, the performance of the S&P 500® 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 RYSPX
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Blend
Prospectus Objective Growth
Fund Owner Firm Name Rydex Funds
Benchmark Index
S&P 500 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
RYSOX A
RYSPX Other

Net Fund Flows

1M 11.87M
3M 15.50M
6M -2.711M
YTD -21.42M
1Y -21.42M
3Y -211.04M
5Y -333.93M
10Y -192.75M
As of Dec. 31, 2019

Risk Info

Beta (5Y) 0.9983
Historical Sharpe Ratio (10Y) 0.8992
Historical Sortino (All) 0.422
Daily Value at Risk (VaR) 1% (All) 3.48%
Monthly Value at Risk (VaR) 1% (All) 14.24%

Fundamentals

General
Dividend Yield TTM (1-24-20) 0.24%
30-Day SEC Yield --
7-Day SEC Yield (1-17-20) 0.00%
Forecasted Dividend Yield 1.91%
Number of Holdings 520
Stock
Weighted Average PE Ratio 21.98
Weighted Average Price to Sales Ratio 2.295
Weighted Average Price to Book Ratio 3.296
Weighted Median ROE 25.93%
Weighted Median ROA 8.83%
Forecasted PE Ratio 19.40
Forecasted PS Ratio 2.259
Forecasted Price to Book Value 3.326
Number of Stock Holdings 509
Bond
Current Yield --
Yield to Maturity --
Effective Duration --
Average Coupon 1.82%
Average Credit Score --
Average Price --
Number of Bond Holdings 3
As of Nov. 30, 2019

Comparables

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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
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