Rydex NASDAQ-100 2x Strategy Fund

Ticker

RYCCX

ISIN

US670699107

Price

USD 311.05

Change Today

+7.71 / 2.542 %

Price 1 year ago

195.37 / 59.211 %

Morningstar

2

52 Week Low

187.48

52 Week High

344.62

200 Day Moving Average 282.11

282.11

50-day Moving Average

328.39


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 1.68
Sortino Ratio 2.64
Maximum Drawdown -22.91%
Maximum Drawdown Date 2023-10-26
Calmar Ratio -2.42

1 year

Parameter Value
Return 21.56
Volatility 32.997%
Alpha None
Beta None
R Squared None

History

Parameter Value
Average Annual Return 19.559%
Average Annual Volatility 51.828%
Sharpe Ratio 0.38
Sortino Ratio 0.44
Maximum Drawdown -96.0%
Maximum Drawdown Date 2009-03-09
Calmar Ratio -0.20

Company information

Summary

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 financial instruments with economic characteristics that should perform similarly to the securities of companies in the underlying index. The fund is non-diversified.

Market

US

Category

Trading--Leveraged Equity

Expense Ratio

-

Fund family

-

Morningstar

2

Yield
-
Exchange
NAS
Sector Weight
Technology 42.21%
Communication services 15.22%
Consumer cyclical 13.13%
Healthcare 5.92%
Consumer defensive 5.90%
Industrials 3.85%
Utilities 0.89%
Financial services 0.67%
Realestate 0.00%
Basic materials 0.00%
Energy 0.00%
None

Holdings

Symbol Name Allocation
AAPL Apple Inc 9.78%
MSFT Microsoft Corp 8.73%
AMZN Amazon.com Inc 7.42%
United States Treasury Bills 0.04% 4.36%
Nasdaq-100 Index 4.06%
FB Facebook Inc Class A 3.57%
GOOG Alphabet Inc Class C 3.47%
TSLA Tesla Inc 3.47%
NVDA NVIDIA Corp 3.25%
GOOGL Alphabet Inc Class A 3.14%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
ANX.PA Amundi Index Solutions - Amundi Nasdaq-100 LU1681038243 PAR 0.13% 5 -0.58
ANXG.L Amundi Index Solutions - Amundi Nasdaq-100 LU168103824 LSE 0.13% 5
ANXU.L Amundi Index Solutions - Amundi Nasdaq-100 LU168103824 LSE 0.13% 5 -0.58
ANXU.PA Amundi Index Solutions - Amundi Nasdaq-100 LU1681038243 PAR 0.13% 5 -0.58
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF IE003207701 LSE 0.30% 5 -0.72
EQQQ.PA Invesco EQQQ NASDAQ-100 UCITS ETF IE0032077012 PAR 0.30% 5 -0.72
EQQU.L Invesco EQQQ NASDAQ-100 UCITS ETF IE003207701 LSE 0.30% 5 -0.72
NASD.L Lyxor Nasdaq-100 Ucits ETF LU182922102 LSE 0.30% 5 -0.600
NASL.L Lyxor Nasdaq-100 Ucits ETF LU182922102 LSE 0.30% 5
PUST.PA Lyxor PEA Nasdaq-100 UCITS ETF FR0011871110 PAR 0.30% 5 -0.87
UST.PA Lyxor Nasdaq-100 Ucits ETF FR0007063177 PAR 0.30% 5 -0.600

Sustainability scores

Events

Indicators

Glossary
Momentum
A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
Inertia
In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
Relative Strength Index (RSI)
A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
Fibonacci's Weighted Moving Average
A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
Williams %R
A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
Relative Volatility Index (RVI)
A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
Commodity Channel Index (CCI)
A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.