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    Rydex Precious Metals Inv (RYPMX)

    37.71 Down 1.17(3.01%) Sep 23

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up9
    Number of Years Down12
    Best 1 Yr Total Return(Dec 30, 2009):51.59%
    Worst 1 Yr Total Return(Dec 30, 2013):-46.44%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticRYPMXCategory
    Alpha (against Standard Index)4.055.20
    Beta (against Standard Index)0.580.42
    Mean Annual Return0.690.69
    R-squared (against Standard Index)2.021.50
    Standard Deviation47.5642.17
    Sharpe Ratio0.170.19
    Treynor Ratio-4.15-0.07
    5 Years
    StatisticRYPMXCategory
    Alpha (against Standard Index)-14.91-14.54
    Beta (against Standard Index)0.910.76
    Mean Annual Return-0.57-0.65
    R-squared (against Standard Index)7.926.86
    Standard Deviation42.5538.99
    Sharpe Ratio-0.16-0.20
    Treynor Ratio-15.93-18.92
    10 Years
    StatisticRYPMXCategory
    Alpha (against Standard Index)-0.741.44
    Beta (against Standard Index)0.930.82
    Mean Annual Return0.390.53
    R-squared (against Standard Index)15.0213.82
    Standard Deviation41.0338.34
    Sharpe Ratio0.090.14
    Treynor Ratio-4.78-2.08