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    Rydex Banking C (RYKCX)

    65.04 Up 0.97(1.51%) Dec 8

    Risk as of Nov 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up7
    Number of Years Down7
    Best 1 Yr Total Return(Dec 30, 2003):30.13%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.44%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)3.160.76
    Beta (against Standard Index)1.070.92
    Mean Annual Return0.580.50
    R-squared (against Standard Index)43.7859.71
    Standard Deviation18.1013.71
    Sharpe Ratio0.380.46
    Treynor Ratio5.026.75
    5 Years
    Alpha (against Standard Index)4.703.88
    Beta (against Standard Index)1.020.97
    Mean Annual Return1.171.20
    R-squared (against Standard Index)50.6067.11
    Standard Deviation16.3714.51
    Sharpe Ratio0.851.02
    Treynor Ratio13.1016.06
    10 Years
    Alpha (against Standard Index)-6.12-2.06
    Beta (against Standard Index)1.000.97
    Mean Annual Return-0.100.29
    R-squared (against Standard Index)50.9367.26
    Standard Deviation23.8420.12
    Sharpe Ratio-0.080.14
    Treynor Ratio-4.741.06