| Ticker: | RYMKX |
| Manager: | Team Managed |
| Manager Since: | NA |
| NAV (06/19/2013): | 41.24 |
| Objective: | Index - Leveraged Long |
| Peer: | SC SB |
| Net Assets ($mil): | 38.97 |
| Inception: | 11/01/2000 |
The fund was incepted in November 2000 and is managed by Rydex Global Advisors Inc. The fund seeks to provide investment results that correlate to the performance of he Russell 2000 Index for small-cap securities. The fund invests principally in securities of companies included on the Russell 2000 Index and in leveraged instruments, such as equity swap agreements, futures contracts and options on securities, futures contracts, and stock indices. The fund's investment advisor attempts to consistently apply leverage to increase the fund's exposure to 150% of its benchmark. The fund holds U.S. government securities or cash equivalents to collateralize these futures and options contracts. The fund may also enter into repurchase agreements. Dividends and capital gains are distributed annually.
| Stocks | 46.39% |
| Foreign Stocks | 1.13% |
| Cash | 3.86% |
| Bonds | 0.00% |
| Foreign Bonds | 0.00% |
| Preferred | 0.01% |
| Convertible | 0.00% |
| Other | 49.75% |
| Foreign Hedged | 0.00% |
| Large Growth | 6.46% |
| Large Value | 0.00% |
| Small Growth | 42.62% |
| Small Value | 42.31% |
| Foreign Stock | 6.46% |
| Emerging Market | 7.70% |
| Precious Metals | 0.00% |
| Intermediate Bond | 0.00% |
| High Yield Bond | 0.00% |
| Foreign Bond | 0.00% |
| Beta v. S&P 500 | 2.06 |
| Beta v. EAFE | -0.19 |
| Beta v. Barclays Agg Bond | -1.37 |
| Alpha 3 Yr | -8.70 |
| Alpha 5 Yr | -0.20 |
| R-Sq 3 Yr | 0.91 |
| R-Sq 5 Yr | 0.86 |
| Std Dev 3 Yr | 30.34 |
| Std Dev 5 Yr | 36.92 |
| Sharpe 3 Yr | 0.57 |
| Sharpe 5 Yr | 0.34 |
| Expense Ratio | 1.70 |
| % Max Load | NA |
| % Min Load | NA |
| % Deferred Load | NA |
| % Redemption | NA |
| % Max 12 B1 Fee | 0.25 |
| % Max Mgt Fee | 0.90 |
| Min Initial Investment | 2500 |
| Min Subsequent Investment | 0 |
| 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| NAV ($) | 24.07 | 29.94 | 31.15 | 36.40 | 33.82 | 16.25 | 22.32 | 30.75 | 27.12 | 33.10 | 41.24 |
| Total Return (%) | 68.31 | 25.10 | 4.04 | 21.35 | -6.88 | -51.95 | 37.35 | 37.77 | -11.80 | 22.05 | 17.40 |
| Annual Dividend Yield (%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.22 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Relative Performance | |||||||||||
| Rel Performance-S&P500(%) | 396.28 | 142.28 | -8.50 | 55.62 | -123.75 | -149.43 | 109.32 | 227.06 | -139.03 | 60.57 | 46.58 |
| Rel Performance-Obj.Ret.(%) | 257.32 | 94.14 | -23.32 | 82.64 | -95.51 | -140.20 | 46.14 | 129.00 | -75.62 | 78.68 | 63.15 |
| Ret.Quintile vs Obj(1 is best) | 1 | 1 | 4 | 1 | 5 | 5 | 2 | 1 | 5 | 1 | 1 |
| Turnover, Yields, and Gains | |||||||||||
| Fund Assets Net($mil) | 221 | 123 | 111 | 63 | 34 | 13 | 18 | 16 | 6 | 39 | 39 |
| Annual Turnover (%) | 746.00 | 349.00 | 501.00 | 198.00 | 250.00 | 227.00 | 288.00 | 109.00 | 211.00 | 177.00 | 0.00 |
| Annual Dividend Paid ($) | 0.00 | 0.00 | 0.00 | 0.00 | 0.07 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Annual Capital Gains Paid($) | 0.00 | 0.16 | 0.00 | 1.43 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| 1 Month | 3 Month | 6 Month | YTD | 1 Year | 3 Year | 5 Year | 10 Year | 15 Year | 20 Year | |
|---|---|---|---|---|---|---|---|---|---|---|
| Total Return (through 05/13) | -0.96% | 7.25% | 23.83% | 17.40% | 24.03% | 12.49% | 5.19% | 10.61% | NA | NA |
| Ret. Percentile vs. Obj. (1 is best) | 61 | 8 | 1 | 1 | 3 | 28 | 75 | 35 | NA | NA |
| Average Price/Earnings | 25.10 |
| Average Price/Book | 3.20 |
| Average EPS Growth | 8.80 |
| Average Market Value | 1,299.00 |
| Name | Weight | Shares |
|---|---|---|
| OCWEN FINANCIAL | 0.14 | 908 |
| GENESSE & WYOMING INC | 0.13 | 377 |
| COMMVAULT SYSTEMS INC | 0.12 | 385 |
| PHARMACYCLICS INC | 0.12 | 456 |
| DRIL QUIP INC | 0.12 | 344 |
| STARWOOD PROPERTY TRUST | 0.12 | 1,141 |
| ALASKA AIR GROUP INC COM | 0.12 | 604 |
| WRIGHT EXPRESS CORP | 0.12 | 335 |
| TWO HARBORS INVESTMENT CORP | 0.12 | 2,375 |