Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Sunday, December 27, 2009, 11:15PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Rydex Basic Materials Adv (RYBAX)On Dec 24: 41.16  Up 0.29 (0.71%)  
MORE ON RYBAX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):34.08%
Worst 1 Yr Total Return (2008):-45.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRYBAXCategory
Alpha (against Standard Index)14.1010.94
Beta (against Standard Index)1.251.22
Mean Annual Return3.980.47
R-squared (against Standard Index)6956.25
Standard Deviation29.9232.35
Sharpe Ratio0.21N/A
Treynor Ratio1.36N/A
5 Years
StatisticRYBAXCategory
Alpha (against Standard Index)8.5712.67
Beta (against Standard Index)1.281.23
Mean Annual Return7.291.21
R-squared (against Standard Index)6748.54
Standard Deviation25.0628.58
Sharpe Ratio0.30N/A
Treynor Ratio3.37N/A
10 Years
StatisticRYBAXCategory
Alpha (against Standard Index)7.5514.86
Beta (against Standard Index)1.130.97
Mean Annual Return5.201.31
R-squared (against Standard Index)5838.96
Standard Deviation23.9825.53
Sharpe Ratio0.21N/A
Treynor Ratio2.02N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center