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Rydex Inverse NASDAQ-100 Strategy Adv (RYAAX)

On Dec 28: 15.35   0.07 (0.45%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Number of Years Up: 2 Number of Years Down: 3 Best 1 Yr Total Return (2008): 47.88% Worst 1 Yr Total Return (2007): -12.18% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RYAAX Category Alpha (against Standard Index) -19.76 -19.78 Beta (against Standard Index) 10.70 9.53 Mean Annual Return -5.87 -0.42 R-squared (against Standard Index) 5 5.30 Standard Deviation 22.78 29.78 Sharpe Ratio -0.26 N/A Treynor Ratio -0.76 N/A 5 Years Statistic RYAAX Category Alpha (against Standard Index) -11.96 -14.37 Beta (against Standard Index) 8.04 9.21 Mean Annual Return -4.79 -0.38 R-squared (against Standard Index) 3 5.17 Standard Deviation 19.74 23.56 Sharpe Ratio -0.30 N/A Treynor Ratio -0.97 N/A 10 Years Statistic RYAAX Category Alpha (against Standard Index) -3.36 -5.00 Beta (against Standard Index) 1.97 6.06 Mean Annual Return -3.81 0.12 R-squared (against Standard Index) 0 1.74 Standard Deviation 30.66 25.75 Sharpe Ratio -0.07 N/A Treynor Ratio -3.43 N/A
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