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Friday, December 4, 2009, 9:26PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Rydex S&P MidCap 400 Pure Value H (RYAVX)On Dec 4: 26.69  Up 0.80 (3.09%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:2
Number of Years Down:2
Best 1 Yr Total Return (2006):16.55%
Worst 1 Yr Total Return (2008):-43.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRYAVXCategory
Alpha (against Standard Index)5.492.32
Beta (against Standard Index)1.631.15
Mean Annual Return-10.42-0.35
R-squared (against Standard Index)8090.18
Standard Deviation35.6123.68
Sharpe Ratio-0.20N/A
Treynor Ratio-7.87N/A
5 Years
StatisticRYAVXCategory
Alpha (against Standard Index)2.522.22
Beta (against Standard Index)1.601.16
Mean Annual Return-0.690.30
R-squared (against Standard Index)7989.12
Standard Deviation28.4119.61
Sharpe Ratio0.01N/A
Treynor Ratio-2.33N/A
10 Years
StatisticRYAVXCategory
Alpha (against Standard Index)N/A7.83
Beta (against Standard Index)N/A0.94
Mean Annual ReturnN/A0.70
R-squared (against Standard Index)N/A72.23
Standard DeviationN/A17.96
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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