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Rydex S&P SmallCap 600 Pure Value H (RYAZX)

On Dec 1: 22.35   0.49 (2.24%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 2 Number of Years Down: 2 Best 1 Yr Total Return (2006): 18.39% Worst 1 Yr Total Return (2008): -43.63% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RYAZX Category Alpha (against Standard Index) 6.97 1.78 Beta (against Standard Index) 1.78 1.18 Mean Annual Return -12.67 -0.41 R-squared (against Standard Index) 60 85.71 Standard Deviation 44.60 24.90 Sharpe Ratio -0.15 N/A Treynor Ratio -8.47 N/A 5 Years Statistic RYAZX Category Alpha (against Standard Index) 2.36 1.92 Beta (against Standard Index) 1.75 1.20 Mean Annual Return -2.90 0.27 R-squared (against Standard Index) 61 82.80 Standard Deviation 35.58 21.07 Sharpe Ratio 0.00 N/A Treynor Ratio -3.38 N/A 10 Years Statistic RYAZX Category Alpha (against Standard Index) N/A 9.10 Beta (against Standard Index) N/A 0.95 Mean Annual Return N/A 0.80 R-squared (against Standard Index) N/A 64.80 Standard Deviation N/A 19.04 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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