1) Do not buy funds that have a negative Momentum.
2) Do not buy (or hold) funds with a RSI/Stochastic below 50.
3) Choose from funds with highest SmallCap correlation (preferably 90 to 100%).
1) Do not buy funds that have negative Momentum.
2) Do not buy (or hold) funds with RSI/Stochastic under 50.
3) Prefer (inverse) funds with NEGATIVE SmallCap Correlation (-90 to -100%).
Momentum RSI/Stoc LC Corr SC Corr
-------- -------- -------- --------
RYSCX Rydex Electronics-C/844 20.71 64.48 76.25 78.03
RYSAX Rydex ADV:Electronics/344 20.63 64.63 74.78 75.81
RYSIX Rydex INV:Electronics/244 20.58 64.72 74.79 75.84
RYCHX Rydex Technology-C/834 18.77 74.20 83.26 82.06
RYTIX Rydex INV:Technology/234 18.56 74.29 82.56 77.59
RYTAX Rydex ADV:Technology/334 18.49 74.23 82.82 77.72
RYCSX Rydex Telecommunications-C/839 16.02 84.64 75.77 68.89
RYMAX Rydex ADV:Telecommunication/33 15.80 84.68 76.42 69.97
RYMIX Rydex INV:Telecommunications/2 15.67 85.00 76.53 70.08
RYSRX Rydex Sector Rotation-H/258 13.52 77.49 88.10 91.35
RYRIX Rydex INV:Retailing/238 13.47 57.52 78.80 59.79
RYRAX Rydex ADV:Retailing/338 13.42 57.23 78.64 59.28
RYRCX Rydex Retailing-C/838 13.09 56.60 83.25 78.53
RYJAX Rydex ADV:Juno/314 12.94 46.52 62.13 66.99
RYJUX Rydex INV:Juno/214 12.93 46.86 4.34 12.12
RYVYX Rydex Velocity 100-H 10.87 79.86 83.50 80.39
RYCCX Rydex Velocity-C 10.87 79.66 83.59 79.21
RYAOX Rydex ADV:OTC/318 9.77 80.09 81.59 79.04
RYCOX Rydex OTC-C/818 9.68 80.02 83.97 79.68
RYOCX Rydex INV:OTC/218 9.62 80.02 80.01 78.19
RYIAX Rydex ADV:Internet/345 7.17 85.70 78.80 76.76
RYDCX Rydex Medius-C/804 7.17 77.12 94.97 95.57
RYICX Rydex Internet-C/845 7.15 85.61 78.90 76.74
RYPMX Rydex INV:Precious Metals/216 7.14 58.66 7.22 13.59
RYIIX Rydex INV:Internet/245 7.13 85.82 78.64 77.66
RYZCX Rydex Precious Metals-C/816 7.11 58.45 2.45 5.90
RYCMX Rydex Mekros-C/803 7.01 77.55 88.64 99.73
RYMDX Rydex Medius-H/204 6.98 77.46 94.92 94.77
RYMKX Rydex INV:Mekros-H/203 6.93 77.71 88.02 99.49
RYLIX Rydex INV:Leisure/237 5.62 76.76 84.42 75.01
RYLAX Rydex ADV:Leisure/337 5.61 76.66 83.44 75.40
RYLCX Rydex Leisure-C/837 5.61 76.61 82.94 85.16
RYQMX Rydex Core Equity-H/259 4.57 82.18 95.84 94.50
RYCUX Rydex Utilities-C/846 4.53 77.52 64.00 60.35
RYAUX Rydex ADV:Utilities/346 4.23 77.67 59.03 56.22
RYUIX Rydex INV:Utilities/246 4.02 77.91 58.26 51.70
RYNAX Rydex ADV:Nova/315 3.56 87.72 99.94 80.22
RYNVX Rydex INV:Nova/215 3.46 87.68 99.74 79.48
RYTNX Rydex Titan 500-H 3.43 87.79 99.69 87.63
RYCTX Rydex Titan-C 3.36 87.65 99.91 88.73
RYOAX Rydex ADV:Biotechnology/343 2.69 78.09 59.87 70.75
RYCFX Rydex Biotechnology-C/843 2.68 77.84 71.12 72.26
RYOIX Rydex INV:Biotechnology/243 2.61 78.02 59.82 70.75
RYJPX Rydex LargeCap Japan-H/202 2.51 73.52 46.64 47.60
RYFIX Rydex INV:Financial Services/2 2.10 80.28 84.94 63.40
RYFCX Rydex Financial-C/832 1.96 79.81 91.44 81.83
RYCAX Rydex ADV:Consumer Products/33 1.77 78.84 63.97 39.21
RYCPX Rydex Consumer Products-C/836 1.64 78.47 84.57 89.23
RYCIX Rydex INV:Consumer Products/23 1.54 79.43 66.75 44.68
RYPIX Rydex INV:Transportation/240 1.54 73.89 74.50 65.07
RYPAX Rydex ADV:Transportation/340 1.47 73.76 74.49 69.72
RYCNX Rydex Transportation-C/840 1.20 73.22 81.72 81.86
RYFAX Rydex ADV:Financial Services/3 1.13 79.76 84.96 63.57
RYHCX Rydex Health Care-C/833 1.11 79.66 77.27 68.11
RYMXX Rydex INV:US Gov Money Market/ 1.03 93.85 4.02 9.10
RYHIX Rydex INV:Health Care/233 1.01 80.19 68.19 46.95
RYHAX Rydex ADV:Health Care/333 0.99 79.67 67.94 46.71
RYEUX Rydex LargeCap Europe-H/201 0.64 88.25 85.26 74.19
RYCEX Rydex LargeCap Europe-C/801 0.52 88.16 87.62 75.71
RYTPX Rydex Tempest 500-H -3.30 11.70 -99.42 -87.36
RYCBX Rydex Tempest-C -3.31 11.58 -99.60 -88.84
RYUAX Rydex ADV:URSA/317 -3.49 11.43 -96.92 -77.89
RYUCX Rydex Ursa-C/817 -3.52 10.98 -99.22 -88.39
RYKCX Rydex Banking-C/842 -3.61 62.98 82.17 74.29
RYURX Rydex INV:Ursa/217 -3.66 11.39 -99.49 -79.47
RYKAX Rydex ADV:Banking/342 -4.13 63.79 73.24 53.04
RYKIX Rydex INV:Banking/242 -4.70 65.20 73.02 52.98
RYECX Rydex Energy-C/831 -7.05 79.84 67.07 60.51
RYEAX Rydex ADV:Energy/331 -7.14 80.08 46.29 41.16
RYEIX Rydex INV:Energy/231 -7.28 80.00 48.50 43.14
RYBIX Rydex INV:Basic Materials/235 -8.02 79.83 59.81 47.83
RYBAX Rydex ADV:Basic Materials/335 -8.11 79.58 59.74 47.56
RYBCX Rydex Basic Materials-C/835 -8.22 79.47 84.88 82.12
RYCDX Rydex Venture-C -8.31 18.68 -84.33 -79.96
RYVNX Rydex Venture 100-H -8.34 18.79 -82.93 -78.89
RYACX Rydex Arktos-C/820 -8.88 18.65 -84.29 -79.83
RYAIX Rydex INV:Arktos/220 -9.00 18.97 -81.55 -79.22
RYVIX Rydex INV:Energy Services/241 -9.87 71.18 40.25 45.59
RYVCX Rydex Energy Services-C/841 -9.87 71.00 50.82 50.46
RYVAX Rydex ADV:Energy Services/341 -10.11 70.98 40.37 45.67
RYGBX Rydex INV:US Gov Bond/212 -12.16 50.81 1.10 -7.52
RYCGX Rydex US Government Bond-C/812 -13.47 48.37 -30.52 -29.75
The red colored funds are inverse funds (negative SC Corr) and would only be
applicable during a "Sell" signal.
The blue colored funds would be the prefered funds (with high SC corr and
RSI/Stoc > 50) to be selected for the portfolio on this date.
Score Momentum RSI/Stoc PriceOsc PrOscTnd %> 50dMA
-------- -------- -------- -------- -------- --------
RYSCX Rydex Electro 6.00 20.71 64.48 82.88 24.98 6.54
RYSAX Rydex ADV:Ele 6.00 20.63 64.63 85.61 24.97 6.61
RYSIX Rydex INV:Ele 6.00 20.58 64.72 87.42 25.10 6.68
RYCHX Rydex Technol 6.00 18.77 74.20 125.12 22.29 6.87
RYTIX Rydex INV:Tec 6.00 18.56 74.29 128.18 22.30 6.94
RYTAX Rydex ADV:Tec 6.00 18.49 74.23 127.05 21.92 6.85
RYCSX Rydex Telecom 6.00 16.02 84.64 175.99 27.47 8.85
RYMAX Rydex ADV:Tel 6.00 15.80 84.68 177.19 27.36 8.86
RYMIX Rydex INV:Tel 6.00 15.67 85.00 179.78 27.59 8.97
RYSRX Rydex Sector 6.00 13.52 77.49 117.14 13.62 5.10
RYVYX Rydex Velocit 6.00 10.87 79.86 269.98 31.55 11.96
RYCCX Rydex Velocit 6.00 10.87 79.66 266.66 31.38 11.84
RYAOX Rydex ADV:OTC 6.00 9.77 80.09 144.83 15.53 6.11
RYCOX Rydex OTC-C/8 6.00 9.68 80.02 143.19 15.81 6.11
RYOCX Rydex INV:OTC 6.00 9.62 80.02 146.77 15.67 6.18
RYIAX Rydex ADV:Int 6.00 7.17 85.70 284.85 18.97 10.07
RYDCX Rydex Medius- 6.00 7.17 77.12 193.39 6.44 5.93
RYICX Rydex Interne 6.00 7.15 85.61 282.64 19.02 10.02
RYIIX Rydex INV:Int 6.00 7.13 85.82 287.07 18.99 10.13
RYCMX Rydex Mekros- 6.00 7.01 77.55 252.63 16.81 9.10
RYMDX Rydex Medius- 6.00 6.98 77.46 196.75 6.46 6.01
RYMKX Rydex INV:Mek 6.00 6.93 77.71 255.74 16.76 9.18
RYLIX Rydex INV:Lei 6.00 5.62 76.76 143.27 4.18 4.22
RYLAX Rydex ADV:Lei 6.00 5.61 76.66 141.83 4.03 4.16
RYLCX Rydex Leisure 6.00 5.61 76.61 140.81 4.03 4.13
RYQMX Rydex Core Eq 6.00 4.57 82.18 157.91 7.09 5.05
RYCUX Rydex Utiliti 6.00 4.53 77.52 41.42 6.27 1.94
RYAUX Rydex ADV:Uti 6.00 4.23 77.67 44.29 6.19 1.99
RYUIX Rydex INV:Uti 6.00 4.02 77.91 48.90 6.18 2.10
RYNAX Rydex ADV:Nov 6.00 3.56 87.72 241.35 10.34 7.54
RYNVX Rydex INV:Nov 6.00 3.46 87.68 243.70 10.31 7.59
RYTNX Rydex Titan 5 6.00 3.43 87.79 317.17 12.59 9.80
RYCTX Rydex Titan-C 6.00 3.36 87.65 314.42 12.61 9.73
RYOAX Rydex ADV:Bio 6.00 2.69 78.09 135.38 10.25 4.80
RYCFX Rydex Biotech 6.00 2.68 77.84 132.57 10.40 4.76
RYOIX Rydex INV:Bio 6.00 2.61 78.02 137.31 10.34 4.87
RYJPX Rydex LargeCa 6.00 2.51 73.52 189.20 7.04 5.59
RYFIX Rydex INV:Fin 6.00 2.10 80.28 131.81 1.74 3.50
RYFCX Rydex Financi 6.00 1.96 79.81 127.06 2.01 3.42
RYCAX Rydex ADV:Con 6.00 1.77 78.84 107.81 0.60 2.73
RYCPX Rydex Consume 6.00 1.64 78.47 103.50 0.65 2.59
RYCIX Rydex INV:Con 6.00 1.54 79.43 110.27 0.62 2.79
RYPIX Rydex INV:Tra 6.00 1.54 73.89 85.25 0.61 2.21
RYPAX Rydex ADV:Tra 6.00 1.47 73.76 83.57 0.63 2.17
RYCNX Rydex Transpo 6.00 1.20 73.22 81.47 0.58 2.11
RYFAX Rydex ADV:Fin 6.00 1.13 79.76 128.05 1.72 3.40
RYHCX Rydex Health 6.00 1.11 79.66 118.01 2.69 3.28
RYHIX Rydex INV:Hea 6.00 1.01 80.19 123.27 2.86 3.44
RYHAX Rydex ADV:Hea 6.00 0.99 79.67 120.03 2.60 3.31
RYEUX Rydex LargeCa 6.00 0.64 88.25 382.54 6.42 10.38
RYCEX Rydex LargeCa 6.00 0.52 88.16 379.46 6.39 10.29
RYRIX Rydex INV:Ret 5.00 13.47 57.52 -4.86 7.23 1.30
RYRAX Rydex ADV:Ret 5.00 13.42 57.23 -6.36 7.45 1.30
RYRCX Rydex Retaili 5.00 13.09 56.60 -9.49 7.13 1.18
RYPMX Rydex INV:Pre 5.00 7.14 58.66 297.14 -7.43 6.17
RYZCX Rydex Preciou 5.00 7.11 58.45 292.86 -7.45 6.05
RYMXX Rydex INV:US 5.00 1.03 93.85 0.56 0.01 0.02
RYKCX Rydex Banking 4.00 -3.61 62.98 87.03 -2.78 1.78
RYKAX Rydex ADV:Ban 4.00 -4.13 63.79 89.21 -2.81 1.83
RYKIX Rydex INV:Ban 4.00 -4.70 65.20 105.56 -3.31 2.15
RYECX Rydex Energy- 4.00 -7.05 79.84 305.83 -4.51 6.40
RYEAX Rydex ADV:Ene 4.00 -7.14 80.08 310.75 -4.57 6.51
RYEIX Rydex INV:Ene 4.00 -7.28 80.00 311.19 -4.72 6.50
RYBIX Rydex INV:Bas 4.00 -8.02 79.83 285.51 -4.11 6.20
RYBAX Rydex ADV:Bas 4.00 -8.11 79.58 283.51 -4.13 6.15
RYBCX Rydex Basic M 4.00 -8.22 79.47 281.07 -4.27 6.06
RYGBX Rydex INV:US 4.00 -12.16 50.81 34.43 0.06 0.81
RYVIX Rydex INV:Ene 3.00 -9.87 71.18 261.83 -11.22 4.03
RYVCX Rydex Energy 3.00 -9.87 71.00 258.57 -11.20 3.95
RYVAX Rydex ADV:Ene 3.00 -10.11 70.98 261.22 -11.48 3.97
RYJAX Rydex ADV:Jun 2.00 12.94 46.52 -41.38 0.69 -0.88
RYJUX Rydex INV:Jun 2.00 12.93 46.86 -41.54 0.66 -0.89
RYCGX Rydex US Gove 2.00 -13.47 48.37 19.29 -0.55 0.34
RYTPX Rydex Tempest 0.00 -3.30 11.70 -350.76 -12.88 -10.00
RYCBX Rydex Tempest 0.00 -3.31 11.58 -354.46 -12.94 -10.09
RYUAX Rydex ADV:URS 0.00 -3.49 11.43 -175.23 -6.30 -5.06
RYUCX Rydex Ursa-C/ 0.00 -3.52 10.98 -178.36 -6.63 -5.19
RYURX Rydex INV:Urs 0.00 -3.66 11.39 -173.88 -6.45 -5.05
RYCDX Rydex Venture 0.00 -8.31 18.68 -348.90 -28.82 -12.75
RYVNX Rydex Venture 0.00 -8.34 18.79 -346.06 -28.80 -12.68
RYACX Rydex Arktos- 0.00 -8.88 18.65 -168.98 -14.82 -6.41
RYAIX Rydex INV:Ark 0.00 -9.00 18.97 -164.42 -15.01 -6.34
01/07/04 01/06/04 01/05/04 01/02/04 12/31/03
-------- -------- -------- -------- --------
funds with score of 6.0: 51.00 50.00 57.00 40.00 47.00
funds with score of 5.0: 6.00 9.00 8.00 13.00 9.00
funds with score of 4.0: 10.00 10.00 2.00 13.00 11.00
funds with score of 3.0: 3.00 0.00 1.00 2.00 4.00
funds with score of 2.0: 3.00 3.00 2.00 1.00 2.00
funds with score of 1.0: 0.00 1.00 3.00 4.00 0.00
funds with score of 0.0: 9.00 9.00 9.00 9.00 9.00
01/07/04 01/06/04 01/05/04 01/02/04 12/31/03
-------- -------- -------- -------- --------
Percent at 6: 62.20 60.98 69.51 48.78 57.32
Percent at 5 or 6: 69.51 71.95 79.27 64.63 68.29
Percent at 4, 5 or 6: 81.71 84.15 81.71 80.49 81.71
Percent at 0, 1, 2 or 3: 18.29 15.85 18.29 19.51 18.29
SinceSig 1dayGain 1wk Gain 2wk Gain 1mo Gain
-------- -------- -------- -------- --------
RYMKX Rydex INV:Mekros-H/203 94.24 1.28 2.64 7.20 10.38
RYCMX Rydex Mekros-C/803 93.07 1.31 2.61 7.13 10.32
RYVYX Rydex Velocity 100-H 84.22 1.69 5.93 11.53 15.04
RYCCX Rydex Velocity-C 83.14 1.62 5.87 11.46 14.90
RYSIX Rydex INV:Electronics/2 69.51 1.29 4.93 8.84 6.73
RYPMX Rydex INV:Precious Meta 68.97 -3.03 -0.85 8.43 -1.79
RYSAX Rydex ADV:Electronics/3 68.61 1.26 4.86 8.81 6.64
RYMDX Rydex Medius-H/204 68.14 0.56 1.24 3.52 5.92
RYSCX Rydex Electronics-C/844 67.75 1.26 4.86 8.80 6.64
RYZCX Rydex Precious Metals-C 67.58 -3.04 -0.87 8.36 -1.88
RYTNX Rydex Titan 500-H 67.27 0.48 2.96 6.17 12.28
RYDCX Rydex Medius-C/804 67.19 0.57 1.18 3.47 5.82
RYCTX Rydex Titan-C 66.56 0.46 2.98 6.14 12.23
RYIIX Rydex INV:Internet/245 65.34 0.34 4.39 8.13 12.50
RYIAX Rydex ADV:Internet/345 64.74 0.35 4.40 8.09 12.45
RYICX Rydex Internet-C/845 64.02 0.35 4.39 8.07 12.37
RYEUX Rydex LargeCap Europe-H 61.12 -1.01 3.53 6.01 11.93
RYCEX Rydex LargeCap Europe-C 59.88 -1.03 3.48 5.94 11.83
RYTIX Rydex INV:Technology/23 58.88 1.02 4.66 7.50 7.99
RYTAX Rydex ADV:Technology/33 58.53 0.96 4.59 7.39 7.89
RYCHX Rydex Technology-C/834 57.53 1.04 4.59 7.40 7.90
RYJPX Rydex LargeCap Japan-H/ 54.58 -1.54 0.79 5.49 5.90
RYNVX Rydex INV:Nova/215 49.81 0.46 2.44 4.87 9.40
RYNAX Rydex ADV:Nova/315 49.07 0.43 2.42 4.82 9.33
RYOIX Rydex INV:Biotechnology 47.04 1.92 1.10 4.25 5.50
RYBIX Rydex INV:Basic Materia 46.50 -0.20 -0.12 1.47 6.70
RYOAX Rydex ADV:Biotechnology 46.39 1.88 1.09 4.23 5.41
RYBAX Rydex ADV:Basic Materia 46.19 -0.20 -0.12 1.43 6.68
RYCFX Rydex Biotechnology-C/8 45.68 1.93 1.09 4.27 5.39
RYBCX Rydex Basic Materials-C 45.64 -0.24 -0.20 1.35 6.59
RYMIX Rydex INV:Telecommunica 42.71 0.94 6.58 9.36 9.28
RYMAX Rydex ADV:Telecommunica 42.25 0.89 6.53 9.31 9.14
RYLIX Rydex INV:Leisure/237 42.16 -0.55 0.87 2.29 5.34
RYCSX Rydex Telecommunication 41.96 0.89 6.53 9.30 9.14
RYLAX Rydex ADV:Leisure/337 41.80 -0.57 0.86 2.24 5.26
RYLCX Rydex Leisure-C/837 40.95 -0.56 0.85 2.22 5.25
RYRIX Rydex INV:Retailing/238 39.53 0.54 0.18 2.10 1.73
RYRAX Rydex ADV:Retailing/338 39.14 0.64 0.18 2.15 1.67
RYSRX Rydex Sector Rotation-H 39.04 0.48 2.45 4.91 6.40
RYRCX Rydex Retailing-C/838 38.44 0.56 0.09 2.07 1.59
RYOCX Rydex INV:OTC/218 38.33 0.89 3.02 5.78 7.56
RYQMX Rydex Core Equity-H/259 38.22 0.43 1.29 3.52 5.53
RYAOX Rydex ADV:OTC/318 37.90 0.91 2.89 5.73 7.44
RYCOX Rydex OTC-C/818 37.10 0.91 3.01 5.74 7.46
RYFIX Rydex INV:Financial Ser 36.40 0.19 0.10 1.84 3.85
RYFAX Rydex ADV:Financial Ser 35.83 0.19 0.00 1.77 3.81
RYFCX Rydex Financial-C/832 35.30 0.19 0.10 1.88 3.83
RYHIX Rydex INV:Health Care/2 35.18 0.83 0.33 2.26 3.04
RYKIX Rydex INV:Banking/242 34.76 0.00 -1.20 0.61 1.65
RYHAX Rydex ADV:Health Care/3 34.66 0.77 0.25 2.16 2.95
RYHCX Rydex Health Care-C/833 33.82 0.76 0.25 2.15 2.95
RYKAX Rydex ADV:Banking/342 32.87 0.00 -1.25 0.53 1.60
RYPIX Rydex INV:Transportatio 32.67 -0.15 0.05 0.46 3.98
RYKCX Rydex Banking-C/842 32.18 0.00 -1.24 0.53 1.60
RYPAX Rydex ADV:Transportatio 32.15 -0.16 0.05 0.48 3.95
RYCNX Rydex Transportation-C/ 31.64 -0.15 0.00 0.41 3.90
RYEIX Rydex INV:Energy/231 29.66 -0.88 -0.62 1.35 7.63
RYEAX Rydex ADV:Energy/331 29.43 -0.81 -0.63 1.38 7.60
RYECX Rydex Energy-C/831 28.57 -0.81 -0.63 1.39 7.54
RYCIX Rydex INV:Consumer Prod 28.34 -0.18 0.15 1.39 2.86
RYCAX Rydex ADV:Consumer Prod 27.76 -0.19 0.11 1.35 2.81
RYUIX Rydex INV:Utilities/246 25.45 0.55 0.20 1.78 4.26
RYAUX Rydex ADV:Utilities/346 24.81 0.56 0.20 1.71 4.20
RYCUX Rydex Utilities-C/846 24.34 0.52 0.21 1.74 4.15
RYVIX Rydex INV:Energy Servic 15.02 -1.31 -2.39 -1.75 4.20
RYVAX Rydex ADV:Energy Servic 14.42 -1.34 -2.45 -1.80 4.14
RYVCX Rydex Energy Services-C 14.04 -1.29 -2.40 -1.80 4.15
RYCPX Rydex Consumer Products 9.03 -0.23 0.11 1.31 2.73
RYMXX Rydex INV:US Gov Money 0.17 0.00 0.01 0.01 0.01
RYJUX Rydex INV:Juno/214 -1.04 -0.33 -0.14 1.21 -0.05
RYGBX Rydex INV:US Gov Bond/2 -2.10 0.48 0.44 -1.36 -0.04
RYJAX Rydex ADV:Juno/314 -2.92 -0.33 -0.14 1.26 -0.10
RYCGX Rydex US Government Bon -4.61 0.38 0.10 -1.69 -0.38
RYURX Rydex INV:Ursa/217 -25.30 -0.22 -1.60 -3.05 -5.90
RYUAX Rydex ADV:URSA/317 -25.59 -0.22 -1.54 -3.04 -5.88
RYUCX Rydex Ursa-C/817 -25.88 -0.22 -1.65 -3.14 -6.04
RYAIX Rydex INV:Arktos/220 -31.49 -0.89 -3.00 -5.57 -7.32
RYACX Rydex Arktos-C/820 -32.06 -0.83 -2.98 -5.56 -7.39
RYTPX Rydex Tempest 500-H -45.22 -0.45 -3.13 -6.08 -11.49
RYCBX Rydex Tempest-C -45.57 -0.46 -3.16 -6.13 -11.56
RYVNX Rydex Venture 100-H -55.18 -1.70 -5.86 -10.74 -14.19
RYCDX Rydex Venture-C -55.47 -1.69 -5.88 -10.81 -14.25
UPI UlcerIdx Std Dev Curr DD Max DD
-------- -------- -------- -------- --------
RYCPX Rydex Consumer Products 32.93 0.77 5.18 0.23 2.19
RYQMX Rydex Core Equity-H/259 8.59 2.84 10.77 0.00 6.32
RYZCX Rydex Precious Metals-C 7.37 5.96 22.85 5.32 15.93
RYMKX Rydex INV:Mekros-H/203 6.93 5.28 22.81 0.00 10.94
RYCMX Rydex Mekros-C/803 6.29 5.50 22.33 0.00 11.00
RYKCX Rydex Banking-C/842 4.16 2.66 14.70 1.24 6.64
RYSRX Rydex Sector Rotation-H 4.04 3.16 13.69 0.00 7.16
RYFCX Rydex Financial-C/832 3.56 2.84 15.40 0.00 8.01
RYDCX Rydex Medius-C/804 3.42 6.32 21.37 0.00 13.40
RYMDX Rydex Medius-H/204 3.14 6.51 20.17 0.00 13.22
RYTIX Rydex INV:Technology/23 2.85 9.79 26.36 0.00 24.17
RYTAX Rydex ADV:Technology/33 2.76 9.87 26.49 0.00 24.14
RYSIX Rydex INV:Electronics/2 2.59 12.95 33.53 0.00 31.35
RYSAX Rydex ADV:Electronics/3 2.58 13.01 33.55 0.00 31.38
RYOCX Rydex INV:OTC/218 2.45 9.12 22.16 0.00 25.18
RYOAX Rydex ADV:Biotechnology 2.41 13.62 28.19 0.00 30.60
RYAOX Rydex ADV:OTC/318 2.32 11.69 26.63 0.00 25.31
RYOIX Rydex INV:Biotechnology 2.31 13.60 28.14 0.00 30.55
RYLCX Rydex Leisure-C/837 1.71 4.82 16.49 0.56 11.48
RYNVX Rydex INV:Nova/215 1.65 7.11 17.19 0.00 16.05
RYIAX Rydex ADV:Internet/345 1.41 14.89 29.71 0.00 27.87
RYCTX Rydex Titan-C 1.08 11.43 28.31 0.00 22.87
RYICX Rydex Internet-C/845 1.08 14.98 29.56 0.00 27.97
RYNAX Rydex ADV:Nova/315 1.07 8.92 20.16 0.00 16.38
RYUIX Rydex INV:Utilities/246 1.01 9.31 16.23 0.00 23.03
RYAUX Rydex ADV:Utilities/346 1.00 10.07 16.72 0.00 23.44
RYRCX Rydex Retailing-C/838 0.97 6.34 16.97 0.00 14.54
RYIIX Rydex INV:Internet/245 0.91 16.60 35.05 0.00 31.37
RYBCX Rydex Basic Materials-C 0.85 9.87 15.28 1.04 19.32
RYCHX Rydex Technology-C/834 0.79 12.64 25.83 0.00 24.39
RYSCX Rydex Electronics-C/844 0.76 16.70 35.67 0.00 31.60
RYCOX Rydex OTC-C/818 0.72 13.74 25.49 0.00 25.40
RYCFX Rydex Biotechnology-C/8 0.70 15.48 24.27 0.00 26.60
RYTNX Rydex Titan 500-H 0.70 10.86 27.42 0.00 22.54
RYMAX Rydex ADV:Telecommunica 0.56 21.44 22.68 0.00 44.28
RYLIX Rydex INV:Leisure/237 0.54 9.92 16.63 0.55 22.10
RYMIX Rydex INV:Telecommunica 0.53 21.24 22.57 0.00 44.21
RYHCX Rydex Health Care-C/833 0.53 6.75 12.96 0.00 14.20
RYCNX Rydex Transportation-C/ 0.41 10.64 16.03 0.26 18.53
RYCCX Rydex Velocity-C 0.39 29.13 53.98 0.00 46.16
RYVYX Rydex Velocity 100-H 0.35 27.21 54.36 0.00 45.55
RYCUX Rydex Utilities-C/846 0.32 11.38 16.76 0.00 23.52
RYCEX Rydex LargeCap Europe-C 0.19 14.97 20.27 1.03 28.33
RYRAX Rydex ADV:Retailing/338 0.19 13.56 18.60 0.00 30.51
RYLAX Rydex ADV:Leisure/337 0.18 10.37 17.25 0.57 21.30
RYPMX Rydex INV:Precious Meta 0.15 26.00 23.69 5.32 48.96
RYRIX Rydex INV:Retailing/238 0.14 13.19 18.49 0.00 30.10
RYVIX Rydex INV:Energy Servic 0.08 14.82 27.94 2.39 31.10
RYVAX Rydex ADV:Energy Servic 0.05 15.02 27.96 2.45 31.10
RYFAX Rydex ADV:Financial Ser 0.04 15.76 18.26 0.00 33.70
RYMXX Rydex INV:US Gov Money 0.00 0.00 0.67 0.00 0.00
RYFIX Rydex INV:Financial Ser -0.01 15.54 18.10 0.00 33.68
RYECX Rydex Energy-C/831 -0.01 11.06 15.54 1.26 20.83
RYPAX Rydex ADV:Transportatio -0.01 10.16 15.60 0.21 18.21
RYEAX Rydex ADV:Energy/331 -0.02 9.13 16.05 1.25 20.63
RYCSX Rydex Telecommunication -0.07 22.79 21.65 0.00 37.46
RYHAX Rydex ADV:Health Care/3 -0.09 12.85 14.35 0.00 22.79
RYEIX Rydex INV:Energy/231 -0.10 8.65 16.08 1.31 20.38
RYHIX Rydex INV:Health Care/2 -0.14 12.33 14.28 0.00 22.43
RYKIX Rydex INV:Banking/242 -0.14 29.71 18.18 1.20 50.54
RYBIX Rydex INV:Basic Materia -0.15 32.87 16.67 1.01 48.73
RYBAX Rydex ADV:Basic Materia -0.16 33.61 16.72 1.03 48.76
RYKAX Rydex ADV:Banking/342 -0.19 30.12 18.17 1.25 50.80
RYEUX Rydex LargeCap Europe-H -0.19 23.44 19.88 1.01 38.66
RYCIX Rydex INV:Consumer Prod -0.21 24.16 12.33 0.18 36.10
RYPIX Rydex INV:Transportatio -0.22 25.85 15.83 0.20 38.16
RYJPX Rydex LargeCap Japan-H/ -0.24 27.55 22.13 3.37 44.94
RYCAX Rydex ADV:Consumer Prod -0.24 25.66 11.77 0.19 36.92
RYVCX Rydex Energy Services-C -0.27 16.39 24.23 2.40 24.77
RYURX Rydex INV:Ursa/217 -0.35 42.17 11.72 3.05 64.76
RYGBX Rydex INV:US Gov Bond/2 -0.43 14.91 8.88 1.55 24.15
RYAIX Rydex INV:Arktos/220 -0.50 68.46 26.82 5.57 84.04
RYCGX Rydex US Government Bon -0.58 10.93 10.33 1.88 21.01
RYUAX Rydex ADV:URSA/317 -0.67 22.19 13.73 3.04 41.30
RYJUX Rydex INV:Juno/214 -0.75 6.08 7.05 1.55 17.45
RYVNX Rydex Venture 100-H -0.84 45.78 55.29 10.74 77.39
RYCDX Rydex Venture-C -0.95 44.28 51.10 10.81 74.27
RYACX Rydex Arktos-C/820 -1.02 23.23 25.65 5.56 45.35
RYTPX Rydex Tempest 500-H -1.10 21.08 27.37 6.08 52.59
RYCBX Rydex Tempest-C -1.25 22.58 28.54 6.13 51.98
RYUCX Rydex Ursa-C/817 -1.48 11.41 14.07 3.14 29.13
RYJAX Rydex ADV:Juno/314 -3.58 3.50 8.44 1.51 6.40
Interpretation of Output Fields:
1. UPI = How well the fund outperformed a money market over the past
12 months compared with the amount of ulcers it produced.
2. Ulcer Idx = The lower the Ulcer Index, the easier an investment will
be to live with and the less troubling will be the down days.
3. StDev = The smaller the standard deviation, the tighter the probability
distribution and the lower the risk associated with the security.
4. Curr DD = The percentage loss the fund currently is experiencing
from its highest Net Asset Value of the past two weeks.
5. Max DD = The worst possible percentage loss an investor could have
experienced over the past 12 months, assuming the fund
was bought on the day the fund experienced its highest Net
Asset Value and was still being held on the day of the fund's
lowest Net Asset Value.
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FUND RANKING
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This table shows the Rydex Funds, now sorted by Sharpe Ratio:
and referenced to the Russell 2000 Index.
(explanation of indicators is shown below the table)
Sharpe RSI/Stoc Momentum Relstdev AvgStoc
-------- -------- -------- -------- --------
RYCEX Rydex LargeCap Europe-C 55.97 88.16 0.52 1.45 95.04
RYEUX Rydex LargeCap Europe-H 55.44 88.25 0.64 1.45 95.17
RYUIX Rydex INV:Utilities/246 47.90 77.91 4.02 0.85 93.78
RYCUX Rydex Utilities-C/846 47.69 77.52 4.53 0.85 92.64
RYAUX Rydex ADV:Utilities/346 47.19 77.67 4.23 0.85 92.86
RYEAX Rydex ADV:Energy/331 45.99 80.08 -7.14 0.87 87.40
RYBIX Rydex INV:Basic Materia 45.85 79.83 -8.02 0.96 86.37
RYEIX Rydex INV:Energy/231 45.78 80.00 -7.28 0.87 87.10
RYTNX Rydex Titan 500-H 45.28 87.79 3.43 1.81 99.72
RYBAX Rydex ADV:Basic Materia 45.25 79.58 -8.11 0.96 86.01
RYECX Rydex Energy-C/831 45.25 79.84 -7.05 0.87 87.28
RYCTX Rydex Titan-C 45.15 87.65 3.36 1.80 99.69
RYBCX Rydex Basic Materials-C 45.15 79.47 -8.22 0.96 85.90
RYNVX Rydex INV:Nova/215 45.00 87.68 3.46 1.35 99.68
RYNAX Rydex ADV:Nova/315 44.79 87.72 3.56 1.35 99.70
RYIIX Rydex INV:Internet/245 36.98 85.82 7.13 1.54 99.88
RYIAX Rydex ADV:Internet/345 36.89 85.70 7.17 1.54 99.87
RYICX Rydex Internet-C/845 36.65 85.61 7.15 1.54 99.86
RYMIX Rydex INV:Telecommunica 36.16 85.00 15.67 1.29 99.97
RYMAX Rydex ADV:Telecommunica 35.93 84.68 15.80 1.29 99.97
RYCSX Rydex Telecommunication 35.68 84.64 16.02 1.30 99.96
RYVIX Rydex INV:Energy Servic 30.17 71.18 -9.87 1.31 71.97
RYQMX Rydex Core Equity-H/259 30.06 82.18 4.57 0.89 99.02
RYVAX Rydex ADV:Energy Servic 29.95 70.98 -10.11 1.32 71.42
RYVCX Rydex Energy Services-C 29.78 71.00 -9.87 1.32 71.68
RYHIX Rydex INV:Health Care/2 28.71 80.19 1.01 0.93 95.07
RYHAX Rydex ADV:Health Care/3 28.12 79.67 0.99 0.93 94.80
RYFIX Rydex INV:Financial Ser 28.07 80.28 2.10 0.92 97.90
RYHCX Rydex Health Care-C/833 28.07 79.66 1.11 0.92 94.64
RYFCX Rydex Financial-C/832 27.82 79.81 1.96 0.92 97.68
RYFAX Rydex ADV:Financial Ser 27.81 79.76 1.13 0.92 96.58
RYOAX Rydex ADV:Biotechnology 27.75 78.09 2.69 1.49 93.84
RYLIX Rydex INV:Leisure/237 27.73 76.76 5.62 0.96 93.73
RYOIX Rydex INV:Biotechnology 27.72 78.02 2.61 1.49 93.74
RYLCX Rydex Leisure-C/837 27.47 76.61 5.61 0.96 93.54
RYLAX Rydex ADV:Leisure/337 27.39 76.66 5.61 0.96 93.54
RYCFX Rydex Biotechnology-C/8 27.23 77.84 2.68 1.49 93.55
RYCIX Rydex INV:Consumer Prod 26.44 79.43 1.54 0.68 95.83
RYVYX Rydex Velocity 100-H 26.05 79.86 10.87 2.69 99.37
RYCCX Rydex Velocity-C 25.87 79.66 10.87 2.69 99.33
RYJPX Rydex LargeCap Japan-H/ 25.83 73.52 2.51 1.71 82.07
RYCAX Rydex ADV:Consumer Prod 25.65 78.84 1.77 0.68 95.65
RYCOX Rydex OTC-C/818 25.52 80.02 9.68 1.35 99.25
RYOCX Rydex INV:OTC/218 25.38 80.02 9.62 1.35 99.28
RYAOX Rydex ADV:OTC/318 25.24 80.09 9.77 1.35 99.32
RYCPX Rydex Consumer Products 24.98 78.47 1.64 0.45 95.03
RYSRX Rydex Sector Rotation-H 24.91 77.49 13.52 0.99 99.21
RYMKX Rydex INV:Mekros-H/203 24.53 77.71 6.93 1.52 98.57
RYMDX Rydex Medius-H/204 24.50 77.46 6.98 1.30 98.45
RYCMX Rydex Mekros-C/803 24.44 77.55 7.01 1.52 98.52
RYDCX Rydex Medius-C/804 24.26 77.12 7.17 1.31 98.37
RYTIX Rydex INV:Technology/23 21.22 74.29 18.56 1.48 98.71
RYCHX Rydex Technology-C/834 20.93 74.20 18.77 1.47 98.65
RYTAX Rydex ADV:Technology/33 20.88 74.23 18.49 1.47 98.71
RYPIX Rydex INV:Transportatio 19.93 73.89 1.54 0.97 92.98
RYPAX Rydex ADV:Transportatio 19.77 73.76 1.47 0.98 92.70
RYCNX Rydex Transportation-C/ 19.22 73.22 1.20 0.98 91.16
RYKIX Rydex INV:Banking/242 12.43 65.20 -4.70 0.85 65.78
RYKAX Rydex ADV:Banking/342 12.16 63.79 -4.13 0.85 63.28
RYKCX Rydex Banking-C/842 11.56 62.98 -3.61 0.84 62.93
RYSIX Rydex INV:Electronics/2 9.71 64.72 20.58 2.02 91.28
RYSAX Rydex ADV:Electronics/3 9.57 64.63 20.63 2.02 91.03
RYSCX Rydex Electronics-C/844 9.43 64.48 20.71 2.02 90.76
RYPMX Rydex INV:Precious Meta 7.68 58.66 7.14 1.85 76.01
RYZCX Rydex Precious Metals-C 7.48 58.45 7.11 1.85 75.87
RYRIX Rydex INV:Retailing/238 0.62 57.52 13.47 1.11 68.71
RYRAX Rydex ADV:Retailing/338 0.36 57.23 13.42 1.12 67.89
RYRCX Rydex Retailing-C/838 0.08 56.60 13.09 1.12 66.61
RYJUX Rydex INV:Juno/214 -0.38 46.86 12.93 0.74 48.37
RYJAX Rydex ADV:Juno/314 -0.38 46.52 12.94 0.74 48.33
RYGBX Rydex INV:US Gov Bond/2 -2.88 50.81 -12.16 0.90 49.32
RYCGX Rydex US Government Bon -5.15 48.37 -13.47 0.89 43.80
RYVNX Rydex Venture 100-H -27.46 18.79 -8.34 2.68 0.53
RYCDX Rydex Venture-C -27.58 18.68 -8.31 2.68 0.52
RYAIX Rydex INV:Arktos/220 -27.96 18.97 -9.00 1.35 0.52
RYACX Rydex Arktos-C/820 -28.34 18.65 -8.88 1.35 0.47
RYTPX Rydex Tempest 500-H -50.50 11.70 -3.30 1.81 0.18
RYCBX Rydex Tempest-C -50.87 11.58 -3.31 1.81 0.17
RYUCX Rydex Ursa-C/817 -52.03 10.98 -3.52 0.91 0.13
RYURX Rydex INV:Ursa/217 -52.54 11.39 -3.66 0.91 0.13
RYUAX Rydex ADV:URSA/317 -53.02 11.43 -3.49 0.91 0.14
RYMXX Rydex INV:US Gov Money -465.89 93.85 1.03 0.00 100.00
Interpretation of RANKING Output Fields:
- 1. Sharpe Ratio
minus a Risk Free %Return \) divided by the Standard Deviation over the period measured. A negative
Sharpe Ratio value is a warning flag for a Fund/Index.
- 2. RSI/Stoc
- a measure that can serve as a Short Term Trend Indicator for a Fund/Index. It is the sum of RSI 14 and
a 13/21 Stochastic. Guidelines that some use with RSI/Stoc are
- RSI/Stoch < 50 Sell Zone
- RSI/Stoch > 50 Buy Zone when Momentum is positive
- RSI/Stoch > 65 No Sell Zone
- Consider upgrading if RSI/Stoc is above 65 and then declines to below 65
- 3. Momentum
- a Directional Indicator for RSI/Stoc (6 Day Change) In general this indicator works best for Stock funds
and not as well for Bond Funds. The user should be aware that in some cases because of the low volatility
of Bond Funds, a negative momentum value may not be meaningful.
- 4. Relstdev
- the Relative Standard Deviation of the Fund/Index compared to the reference index (Russell 2000 in our
case) for a 1 year period. This can be used to help determine the relative risk of a Fund/Index.
- 5. AvgStoc
- the Average Stochastic variable. It averages the Stochastics for 5 different time periods (9, 16, 24, 39,
and 63 Market days) with a 3 day smoothing. It can serve as a useful Overbought and Oversold Indicator.
When a Fund/Index is close to or approaches the 99 level then it is overbought in all 5 time frames and is
likely to have a correction. Also when a diversified Index is close to the level of 1 it is likely to rally.
However, in general when levels of Avgstoc are extreme one should watch existing positions closely and be
wary of entering new positions.
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