Finance Home - My Yahoo - Yahoo! - Help

Tuesday, December 22, 2009, 5:25PM ET - U.S. Markets Closed. Dow  0.49% Nasdaq  0.67%

Rydex Inverse NASDAQ-100 Strategy Inv (RYAIX)

On Dec 22: 16.21   0.09 (0.55%)

MORE ON RYAIX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

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): 48.53% Worst 1 Yr Total Return (2007): -11.70% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RYAIX Category Alpha (against Standard Index) -19.13 -19.78 Beta (against Standard Index) 10.62 9.53 Mean Annual Return -5.38 -0.42 R-squared (against Standard Index) 5 5.30 Standard Deviation 22.79 29.78 Sharpe Ratio -0.23 N/A Treynor Ratio -0.72 N/A 5 Years Statistic RYAIX Category Alpha (against Standard Index) -11.43 -14.37 Beta (against Standard Index) 7.99 9.21 Mean Annual Return -4.33 -0.38 R-squared (against Standard Index) 3 5.17 Standard Deviation 19.75 23.56 Sharpe Ratio -0.28 N/A Treynor Ratio -0.92 N/A 10 Years Statistic RYAIX Category Alpha (against Standard Index) -2.93 -5.00 Beta (against Standard Index) 1.92 6.06 Mean Annual Return -3.42 0.12 R-squared (against Standard Index) 0 1.74 Standard Deviation 30.66 25.75 Sharpe Ratio -0.06 N/A Treynor Ratio -3.30 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center