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    Rydex Basic Materials Inv (RYBIX)

    44.09 Down 0.62(1.39%) Jul 27

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up10
    Number of Years Down6
    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)-10.68-14.20
    Beta (against Standard Index)1.121.23
    Mean Annual Return0.290.12
    R-squared (against Standard Index)60.2756.21
    Standard Deviation12.6014.72
    Sharpe Ratio0.280.16
    Treynor Ratio2.430.74
    5 Years
    StatisticRYBIXCategory
    Alpha (against Standard Index)-7.62-9.66
    Beta (against Standard Index)1.151.27
    Mean Annual Return0.540.48
    R-squared (against Standard Index)74.1973.49
    Standard Deviation18.2320.24
    Sharpe Ratio0.350.31
    Treynor Ratio4.233.35
    10 Years
    StatisticRYBIXCategory
    Alpha (against Standard Index)-0.08-1.75
    Beta (against Standard Index)1.171.25
    Mean Annual Return0.720.62
    R-squared (against Standard Index)76.6869.15
    Standard Deviation22.1924.96
    Sharpe Ratio0.330.25
    Treynor Ratio4.172.41