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    Rydex Utilities H (RYAUX)

    38.51 Up 0.26(0.68%) Jun 29

    Risk as of May 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up11
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2003):24.62%
    Worst 1 Yr Total Return(Dec 30, 2002):-32.84%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)8.265.87
    Beta (against Standard Index)0.410.54
    Mean Annual Return0.890.75
    R-squared (against Standard Index)13.7534.56
    Standard Deviation13.1211.62
    Sharpe Ratio0.810.77
    Treynor Ratio25.0918.70
    5 Years
    Alpha (against Standard Index)7.986.23
    Beta (against Standard Index)0.310.46
    Mean Annual Return0.820.75
    R-squared (against Standard Index)11.4634.90
    Standard Deviation12.2811.34
    Sharpe Ratio0.800.79
    Treynor Ratio30.8123.26
    10 Years
    Alpha (against Standard Index)4.574.15
    Beta (against Standard Index)0.500.60
    Mean Annual Return0.660.67
    R-squared (against Standard Index)37.4955.19
    Standard Deviation13.8313.92
    Sharpe Ratio0.500.51
    Treynor Ratio12.3910.84