| Ticker: | RYGBX |
| Manager: | Team Managed |
| Manager Since: | NA |
| NAV (05/17/2013): | 16.11 |
| Objective: | Fixed Income - Government |
| Peer: | GS LT |
| Net Assets ($mil): | 93.03 |
| Inception: | 01/03/1994 |
RYGBX : Description
The fund was incepted in January 1994 and is managed by Rydex Global Advisors Inc. The fund seeks to provide investment results that are 120% of the price movement of the Long Treasury Bond. The fund invests principally in U.S. government securities and in leveraged instruments, such as certain futures and options contracts. In addition, the fund may enter into transactions involving zero coupon U.S. Treasury bonds and repurchase agreements. Dividends are declared daily and paid monthly. Capital gains are distributed annually.
RYGBX : Composition - 05/13
| Stocks | 0.00% |
| Foreign Stocks | 0.00% |
| Cash | 13.24% |
| Bonds | 84.95% |
| Foreign Bonds | 0.00% |
| Preferred | 0.00% |
| Convertible | 0.00% |
| Other | 1.81% |
| Foreign Hedged | 0.00% |
RYGBX : Style Analysis - 05/13
| Large Growth | NA |
| Large Value | NA |
| Small Growth | NA |
| Small Value | NA |
| Foreign Stock | NA |
| Emerging Market | NA |
| Precious Metals | NA |
| Intermediate Bond | NA |
| High Yield Bond | NA |
| Foreign Bond | NA |
RYGBX : Risk Analysis
| Beta v. S&P 500 | -0.39 |
| Beta v. EAFE | -0.28 |
| Beta v. Barclays Agg Bond | 4.04 |
| Alpha 3 Yr | -12.29 |
| Alpha 5 Yr | -11.15 |
| R-Sq 3 Yr | 0.51 |
| R-Sq 5 Yr | 0.50 |
| Std Dev 3 Yr | 19.55 |
| Std Dev 5 Yr | 23.15 |
| Sharpe 3 Yr | 0.98 |
| Sharpe 5 Yr | 0.56 |
RYGBX : Fees
| Expense Ratio | 0.93 |
| % Max Load | NA |
| % Min Load | NA |
| % Deferred Load | NA |
| % Redemption | NA |
| % Max 12 B1 Fee | 0.00 |
| % Max Mgt Fee | 0.50 |
RYGBX : Purchase Choices:
| Min Initial Investment | 2500 |
| Min Subsequent Investment | 0 |
RYGBX : Returns Analysis - Annual
| 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| NAV ($) | 10.41 | 10.97 | 11.46 | 10.68 | 11.34 | 16.47 | 11.00 | 11.79 | 16.42 | 16.81 | 16.11 |
| Total Return (%) | -4.13 | 5.38 | 4.46 | -6.80 | 6.18 | 45.23 | -32.84 | 10.47 | 42.70 | 4.34 | 2.46 |
| Annual Dividend Yield (%) | 1.24 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.54 | 2.99 | 1.81 | 1.36 | 1.34 |
| Relative Performance | |||||||||||
| Rel Performance-S&P500(%) | -82.44 | 10.41 | 20.34 | -111.36 | -7.81 | 407.97 | -387.81 | 39.11 | 348.38 | 1.11 | 15.84 |
| Rel Performance-Obj.Ret.(%) | -62.17 | 32.23 | 30.35 | -91.98 | 5.83 | 434.19 | -376.93 | 55.99 | 371.61 | 9.15 | 18.54 |
| Ret.Quintile vs Obj(1 is best) | 5 | 1 | 1 | 5 | 3 | 1 | 5 | 1 | 1 | 3 | 1 |
| Turnover, Yields, and Gains | |||||||||||
| Fund Assets Net($mil) | 41 | 32 | 26 | 111 | 38 | 20 | 211 | 107 | 95 | 93 | 93 |
| Annual Turnover (%) | 2,404.00 | 283.00 | 737.00 | 1,764.00 | 1,357.00 | 1,142.00 | 1,794.00 | 1,503.00 | 1,930.00 | 2,322.00 | 0.00 |
| Annual Dividend Paid ($) | 0.13 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.06 | 0.36 | 0.31 | 0.24 | 0.09 |
| Annual Capital Gains Paid($) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.08 | 0.00 |
RYGBX : Returns Analysis - Trailing Total Return
| 1 Month | 3 Month | 6 Month | YTD | 1 Year | 3 Year | 5 Year | 10 Year | 15 Year | 20 Year | |
|---|---|---|---|---|---|---|---|---|---|---|
| Total Return (through 05/13) | 5.96% | 7.93% | 1.07% | 2.46% | 10.14% | 17.23% | 10.43% | 5.43% | 5.65% | NA |
| Ret. Percentile vs. Obj. (1 is best) | 1 | 1 | 22 | 4 | 3 | 1 | 2 | 14 | 16 | NA |
RYGBX : Stock Portfolio Snapshot - 05/13
| Average Price/Earnings | NA |
| Average Price/Book | NA |
| Average EPS Growth | NA |
| Average Market Value | NA |
RYGBX : Stock Sector Breakout - 05/13
RYGBX : Top Holdings - 05/13
| Name | Weight | Shares |
|---|---|---|
| Data not available | ||