Rydex Utilities Inv (RYUIX)
49.93
+0.44 (+0.89%)
USD |
Dec 03 2021
RYUIX Max Drawdown (5Y): 36.88% for Nov. 30, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2021 | 36.88% |
| October 31, 2021 | 36.88% |
| September 30, 2021 | 36.88% |
| August 31, 2021 | 36.88% |
| July 31, 2021 | 36.88% |
| June 30, 2021 | 36.88% |
| May 31, 2021 | 36.88% |
| April 30, 2021 | 36.88% |
| March 31, 2021 | 36.88% |
| February 28, 2021 | 36.88% |
| January 31, 2021 | 36.88% |
| December 31, 2020 | 36.88% |
| November 30, 2020 | 36.88% |
| October 31, 2020 | 36.88% |
| September 30, 2020 | 36.88% |
| August 31, 2020 | 36.88% |
| July 31, 2020 | 36.88% |
| June 30, 2020 | 36.88% |
| May 31, 2020 | 36.88% |
| April 30, 2020 | 36.88% |
| March 31, 2020 | 36.88% |
| February 29, 2020 | 17.08% |
| January 31, 2020 | 17.08% |
| December 31, 2019 | 17.08% |
| November 30, 2019 | 17.08% |
| Date | Value |
|---|---|
| October 31, 2019 | 17.08% |
| September 30, 2019 | 17.08% |
| August 31, 2019 | 17.08% |
| July 31, 2019 | 17.08% |
| June 30, 2019 | 17.08% |
| May 31, 2019 | 17.08% |
| April 30, 2019 | 17.08% |
| March 31, 2019 | 17.08% |
| February 28, 2019 | 17.08% |
| January 31, 2019 | 17.08% |
| December 31, 2018 | 17.08% |
| November 30, 2018 | 17.08% |
| October 31, 2018 | 17.08% |
| September 30, 2018 | 17.08% |
| August 31, 2018 | 17.08% |
| July 31, 2018 | 17.08% |
| June 30, 2018 | 17.08% |
| May 31, 2018 | 17.08% |
| April 30, 2018 | 17.08% |
| March 31, 2018 | 17.08% |
| February 28, 2018 | 17.08% |
| January 31, 2018 | 17.08% |
| December 31, 2017 | 17.08% |
| November 30, 2017 | 17.08% |
| October 31, 2017 | 17.08% |
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
17.08%
Minimum
Dec 2016
36.88%
Maximum
Mar 2020
24.01%
Average
17.08%
Median
Dec 2016
Max Drawdown (5Y) Benchmarks
| Hennessy Gas Utility Investor | 37.23% |
| American Century Utilities Inv | 33.87% |
| ICON Utilities and Income Inv | 37.95% |
| Franklin Utilities R | 36.57% |
| Fidelity Advisor® Utilities M | 38.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.333 |
| Beta (5Y) | 0.4652 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.49% |
| Historical Sharpe Ratio (5Y) | 0.4628 |
| Historical Sortino (5Y) | 0.4893 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.88% |