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    More On RYCNX

    Rydex Transportation C (RYCNX)

    47.17 Up 0.10(0.21%) Feb 17

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up10
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2013):49.41%
    Worst 1 Yr Total Return(Dec 30, 2008):-25.88%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.802.68
    Beta (against Standard Index)1.130.96
    Mean Annual Return0.710.70
    R-squared (against Standard Index)61.9061.30
    Standard Deviation15.8413.68
    Sharpe Ratio0.530.62
    Treynor Ratio6.528.31
    5 Years
    Alpha (against Standard Index)6.165.45
    Beta (against Standard Index)0.910.90
    Mean Annual Return1.201.13
    R-squared (against Standard Index)51.2459.85
    Standard Deviation14.2513.15
    Sharpe Ratio1.001.04
    Treynor Ratio15.4815.41
    10 Years
    Alpha (against Standard Index)2.274.29
    Beta (against Standard Index)0.961.02
    Mean Annual Return0.600.79
    R-squared (against Standard Index)60.8474.06
    Standard Deviation20.8020.19
    Sharpe Ratio0.310.44
    Treynor Ratio4.707.00