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Rydex Consumer Products Inv (RYCIX)
On
Dec 4
:
35.45
0.28
(0.80%)
MORE ON RYCIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
17.25%
Worst 1 Yr Total Return
(2008)
:
-23.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYCIX
Category
Alpha (against Standard Index)
4.14
4.24
Beta (against Standard Index)
0.68
0.82
Mean Annual Return
0.20
0.03
R-squared (against Standard Index)
79
80.94
Standard Deviation
14.88
17.66
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.28
N/A
5 Years
Statistic
RYCIX
Category
Alpha (against Standard Index)
3.30
2.88
Beta (against Standard Index)
0.67
0.81
Mean Annual Return
4.71
0.40
R-squared (against Standard Index)
75
77.36
Standard Deviation
12.30
14.63
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.52
N/A
10 Years
Statistic
RYCIX
Category
Alpha (against Standard Index)
2.46
4.34
Beta (against Standard Index)
0.59
0.64
Mean Annual Return
3.05
0.47
R-squared (against Standard Index)
53
51.03
Standard Deviation
13.02
14.34
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.13
N/A
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