RYMFX — Managed Futures Strategy Fund

Data updated: 2026-06-01

RYMFX — Managed Futures Strategy Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Commodity · $24.15M AUM · 1.99% expense ratio · 18.7% 1-yr return. From SEC regulatory filings.

RYMFX Fund Overview

RYMFX — Managed Futures Strategy Fund is a US mutual fund managed by Rydex Series Funds, categorised as Commodity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.

  • Type: US mutual fund
  • Manager: Rydex Series Funds
  • Category: Commodity
  • Assets under management: $24.15M
  • 1-year return: 18.7%
  • Ticker: RYMFX
  • SEC CIK: 0000899148
  • SEC series ID: S000014094
  • Share class ID: C000038557

RYMFX Holdings

Top 10 holdings of Managed Futures Strategy Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.

Holding% of net assets
Guggenheim Strategy Funds Trust19.88%
J.p. Morgan Securities LLC19.14%
Merrill Lynch, Pierce, Fenner & Smith Incorporated17.39%
Guggenheim Strategy Funds Trust12.92%
Guggenheim Funds Trust10.55%
The London Metal Exchange1.26%
Chicago Mercantile Exchange Inc.0.44%
Ice Futures Europe0.43%
Chicago Mercantile Exchange Inc.0.42%
New York Mercantile Exchange, Inc.0.33%

View all RYMFX holdings

RYMFX Portfolio Allocation

Asset-class allocation of Managed Futures Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.

Asset classAllocation
Equity43.3%
Cash & Equivalents36.5%
Derivatives0.3%
Real Estate0.2%

RYMFX Performance

Total returns for RYMFX (as of 2026-08-01), from SEC filings.

PeriodTotal return
YTD6.9%
1 year18.7%
3 years (annualised)5.9%
5 years (annualised)6.2%

RYMFX Risk Information

Risk metrics for RYMFX, derived from monthly returns in SEC filings.

  • 1-year volatility (annualised): 5.6%

RYMFX Costs and Fees

RYMFX costs about $199 per $10,000 invested per year in fund expenses.

  • Net expense ratio: 1.99%
  • Gross expense ratio: 2.18%
  • Portfolio turnover: 0%
  • Brokerage commissions: 68.11 bps of average net assets (SEC N-CEN)

RYMFX Cashflows

Over the 12 months to 2026-03, Managed Futures Strategy Fund had net outflows of $3.86M, from monthly SEC N-PORT filings.

MonthNet flow
2026-03$308.12K
2026-02−$386.58K
2026-01−$47.95K
2025-12$1.30M
2025-11$144.77K
2025-10−$327.16K

RYMFX Debt Constituents

No individual debt constituents are reported in Managed Futures Strategy Fund's latest SEC N-PORT filing.

RYMFX Prospectus and SEC Filings

Official Managed Futures Strategy Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.

Related Funds

Other Commodity funds tracked on ABC INVEST:

Data Sources

ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.