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    Rydex Banking A (RYBKX)

    59.95 Down 0.67(1.11%) May 26

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up5
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2013):29.11%
    Worst 1 Yr Total Return(Dec 30, 2008):-40.90%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticRYBKXCategory
    Alpha (against Standard Index)1.013.80
    Beta (against Standard Index)1.000.91
    Mean Annual Return1.091.24
    R-squared (against Standard Index)61.7562.37
    Standard Deviation13.4012.29
    Sharpe Ratio0.981.24
    Treynor Ratio12.9317.99
    5 Years
    StatisticRYBKXCategory
    Alpha (against Standard Index)-5.87-1.11
    Beta (against Standard Index)1.161.04
    Mean Annual Return0.500.79
    R-squared (against Standard Index)76.2277.60
    Standard Deviation19.1317.03
    Sharpe Ratio0.310.58
    Treynor Ratio3.588.66
    10 Years
    StatisticRYBKXCategory
    Alpha (against Standard Index)-8.65-2.62
    Beta (against Standard Index)0.970.96
    Mean Annual Return-0.060.44
    R-squared (against Standard Index)51.5066.21
    Standard Deviation22.4319.51
    Sharpe Ratio-0.090.21
    Treynor Ratio-4.772.33