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    Rydex Basic Materials Inv (RYBIX)

    50.19 Up 0.33(0.66%) Dec 26

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up10
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):56.84%
    Worst 1 Yr Total Return(Dec 30, 2008):-45.61%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticRYBIXCategory
    Alpha (against Standard Index)-12.84-17.17
    Beta (against Standard Index)1.121.18
    Mean Annual Return0.27-0.01
    R-squared (against Standard Index)61.7761.67
    Standard Deviation14.9316.13
    Sharpe Ratio0.210.06
    Treynor Ratio1.87-0.58
    5 Years
    StatisticRYBIXCategory
    Alpha (against Standard Index)-6.27-8.21
    Beta (against Standard Index)1.141.23
    Mean Annual Return0.490.40
    R-squared (against Standard Index)73.5274.80
    Standard Deviation19.2820.76
    Sharpe Ratio0.300.25
    Treynor Ratio3.512.47
    10 Years
    StatisticRYBIXCategory
    Alpha (against Standard Index)-0.66-0.31
    Beta (against Standard Index)1.171.24
    Mean Annual Return0.700.76
    R-squared (against Standard Index)76.1067.94
    Standard Deviation22.2825.02
    Sharpe Ratio0.310.31
    Treynor Ratio3.763.73