Rydex NASDAQ-100 2x Strategy Fund H (RYVYX)
532.49
-1.43
(-0.27%)
USD |
May 30 2025
RYVYX Max Drawdown (5Y): 63.80% for May 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
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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
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Max Drawdown (5Y) Benchmarks
| Rydex Mid-Cap 1.5x Strategy Fund H | 35.71% |
| Rydex Russell 2000 1.5x Strategy Fund H | 48.58% |
| Rydex Russell 2000 2x Strategy Fund H | 61.82% |
| Rydex Dow 2x Strategy Fund H | 40.40% |
| Rydex Nova Fund H | 37.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.314 |
| Beta (5Y) | 2.362 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.4328 |
| Beta (vs YCharts Benchmark) (5Y) | 1.292 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.17% |
| Historical Sharpe Ratio (5Y) | 0.5421 |
| Historical Sortino (5Y) | 0.8924 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.77% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:RYVYX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:RYVYX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |