Nasdaq
USD
Rydex NASDAQ-100 Inv (RYOCX)
105.47
-3.78
(-3.46%)
At close: 8:08:32 PM EDT
Fund Summary
The fund 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 index is a modified capitalization-weighted index composed of 100 of the largest non-financial companies listed on The Nasdaq Stock Market with capitalizations ranging from $10.4 billion to $3. The fund is non-diversified.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 53.31% |
|---|---|
| Worst 1Y Total Return | -- |
| Number of Years Up | 25 |
| Number of Years Down | 6 |
Performance & Risk
| YTD Return | 15.82% |
| 5y Average Return | 12.60% |
| Rank in Category (ytd) | 10 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 1.21 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
RYOCX | Category Average | RYOCX | Category Average | RYOCX | Category Average |
|
Alpha
|
0.82 | -- | 1.38 | -- | 3.64 | -- |
|
BETA
|
1.21 | -- | 1.19 | -- | 1.09 | -- |
|
Mean Annual Return
|
2.11 | -- | 1.36 | -- | 1.65 | -- |
|
R-squared
|
80.34 | -- | 83.02 | -- | 82.18 | -- |
|
Standard Deviation
|
17.24 | -- | 20.82 | -- | 19.03 | -- |
|
Sharpe Ratio
|
1.21 | -- | 0.6 | -- | 0.91 | -- |
|
Treynor Ratio
|
18.35 | -- | 9.34 | -- | 15.63 | -- |
