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Rydex Inverse Mid Cap Strategy A (RYAGX)
On
Dec 4
:
31.25
0.44
(1.39%)
MORE ON RYAGX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
3
Best 1 Yr Total Return
(2008)
:
37.56%
Worst 1 Yr Total Return
(2005)
:
-8.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYAGX
Category
Alpha (against Standard Index)
-15.99
-18.07
Beta (against Standard Index)
11.43
9.14
Mean Annual Return
-1.28
-0.32
R-squared (against Standard Index)
6
5.10
Standard Deviation
23.09
29.53
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-0.32
N/A
5 Years
Statistic
RYAGX
Category
Alpha (against Standard Index)
-14.30
-14.19
Beta (against Standard Index)
11.09
9.42
Mean Annual Return
-4.83
-0.36
R-squared (against Standard Index)
6
5.48
Standard Deviation
19.12
23.52
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-0.71
N/A
10 Years
Statistic
RYAGX
Category
Alpha (against Standard Index)
N/A
-4.68
Beta (against Standard Index)
N/A
5.56
Mean Annual Return
N/A
0.13
R-squared (against Standard Index)
N/A
1.63
Standard Deviation
N/A
25.74
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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