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.