| Ticker: | RYVYX |
| Manager: | Team Managed |
| Manager Since: | NA |
| NAV (05/17/2013): | 206.97 |
| Objective: | Index - Leveraged Long |
| Peer: | GR XL |
| Net Assets ($mil): | 732.00 |
| Inception: | 05/24/2000 |
RYVYX : Description
The fund was incepted in May 2000 and is managed by Rydex Global Advisors Inc. The fund seeks to provide investment results that correspond to 200% of the daily performance of the NASDAQ 100 Index on a daily basis. The fund does this by utilizing futures and options contracts on securities. The fund also holds U.S. government securities to collateralize the futures and options contracts. The fund may also purchase equity securities, engage in equity index swaps and enter into repurchase agreements. Dividends and capital gains are distributed annually.
RYVYX : Composition - 05/13
| Stocks | 79.19% |
| Foreign Stocks | 1.14% |
| Cash | 0.34% |
| Bonds | 0.00% |
| Foreign Bonds | 0.00% |
| Preferred | 0.00% |
| Convertible | 0.00% |
| Other | 20.47% |
| Foreign Hedged | 0.00% |
RYVYX : Style Analysis - 05/13
| Large Growth | 46.57% |
| Large Value | 0.00% |
| Small Growth | 0.00% |
| Small Value | 0.00% |
| Foreign Stock | 46.57% |
| Emerging Market | 0.00% |
| Precious Metals | 0.00% |
| Intermediate Bond | 0.00% |
| High Yield Bond | 36.68% |
| Foreign Bond | 0.00% |
RYVYX : Risk Analysis
| Beta v. S&P 500 | 2.42 |
| Beta v. EAFE | -0.13 |
| Beta v. Barclays Agg Bond | 1.63 |
| Alpha 3 Yr | -1.74 |
| Alpha 5 Yr | 4.19 |
| R-Sq 3 Yr | 0.86 |
| R-Sq 5 Yr | 0.87 |
| Std Dev 3 Yr | 34.86 |
| Std Dev 5 Yr | 43.44 |
| Sharpe 3 Yr | 0.85 |
| Sharpe 5 Yr | 0.46 |
RYVYX : Fees
| Expense Ratio | 1.80 |
| % Max Load | NA |
| % Min Load | NA |
| % Deferred Load | NA |
| % Redemption | NA |
| % Max 12 B1 Fee | 0.25 |
| % Max Mgt Fee | 0.90 |
RYVYX : Purchase Choices:
| Min Initial Investment | 2500 |
| Min Subsequent Investment | 0 |
RYVYX : Returns Analysis - Annual
| 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| NAV ($) | 99.05 | 113.60 | 109.55 | 115.35 | 148.85 | 40.55 | 88.62 | 120.93 | 119.84 | 156.65 | 206.97 |
| Total Return (%) | 100.05 | 14.69 | -3.04 | 5.29 | 29.04 | -72.75 | 118.52 | 36.48 | -0.90 | 30.73 | 19.79 |
| Annual Dividend Yield (%) | 1.99 | 0.00 | 0.53 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Relative Performance | |||||||||||
| Rel Performance-S&P500(%) | 713.62 | 38.20 | -79.31 | -105.06 | 235.46 | -357.48 | 921.05 | 214.21 | -29.99 | 147.44 | 70.53 |
| Rel Performance-Obj.Ret.(%) | 700.74 | 41.68 | -137.62 | -54.11 | 209.37 | -336.29 | 866.98 | 196.85 | 21.32 | 164.61 | 88.52 |
| Ret.Quintile vs Obj(1 is best) | 1 | 2 | 5 | 5 | 1 | 5 | 1 | 1 | 2 | 1 | 1 |
| Turnover, Yields, and Gains | |||||||||||
| Fund Assets Net($mil) | 460 | 664 | 470 | 319 | 403 | 118 | 193 | 236 | 117 | 732 | 732 |
| Annual Turnover (%) | 530.00 | 154.00 | 38.00 | 71.00 | 107.00 | 50.00 | 78.00 | 121.00 | 164.00 | 307.00 | 0.00 |
| Annual Dividend Paid ($) | 2.09 | 0.00 | 0.61 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Annual Capital Gains Paid($) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
RYVYX : 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) | 4.58% | 11.21% | 17.94% | 19.79% | 10.33% | 22.83% | 9.16% | 12.20% | NA | NA |
| Ret. Percentile vs. Obj. (1 is best) | 1 | 1 | 11 | 1 | 69 | 1 | 2 | 2 | NA | NA |
RYVYX : Stock Portfolio Snapshot - 05/13
| Average Price/Earnings | 46.69 |
| Average Price/Book | 5.04 |
| Average EPS Growth | 20.18 |
| Average Market Value | 158,944.00 |
RYVYX : Stock Sector Breakout - 05/13
RYVYX : Top Holdings - 05/13
| Name | Weight | Shares |
|---|---|---|
| APPLE INC | 12.93 | 36,253 |
| MICROSOFT CORP | 5.80 | 324,346 |
| GOOGLE INC CL A | 4.85 | 10,214 |
| ORACLE CORP | 4.14 | 185,709 |
| COMCAST CORP CL A | 2.04 | 81,657 |
| QUALCOMM INC | 2.72 | 65,663 |
| CISCO SYSTEMS INC | 2.69 | 204,606 |
| INTEL CORP | 2.65 | 191,756 |
| AMAZON COM INC | 2.93 | 17,456 |