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Rydex Dyn Inverse NASDAQ-100 2X Strat C (RYCDX)
On
Nov 30
:
7.61
0.02
(0.26%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
4
Best 1 Yr Total Return
(2008)
:
85.61%
Worst 1 Yr Total Return
(2007)
:
-27.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYCDX
Category
Alpha (against Standard Index)
-34.24
-18.07
Beta (against Standard Index)
16.60
9.14
Mean Annual Return
-17.82
-0.32
R-squared (against Standard Index)
3
5.10
Standard Deviation
44.09
29.53
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-1.22
N/A
5 Years
Statistic
RYCDX
Category
Alpha (against Standard Index)
-22.31
-14.19
Beta (against Standard Index)
12.76
9.42
Mean Annual Return
-15.85
-0.36
R-squared (against Standard Index)
2
5.48
Standard Deviation
38.60
23.52
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-1.48
N/A
10 Years
Statistic
RYCDX
Category
Alpha (against Standard Index)
N/A
-4.68
Beta (against Standard Index)
N/A
5.56
Mean Annual Return
N/A
0.13
R-squared (against Standard Index)
N/A
1.63
Standard Deviation
N/A
25.74
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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