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Sunday, December 27, 2009, 2:31PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Rydex Inverse Mid Cap Strategy C (RYCLX)On Dec 24: 28.21  Down 0.15 (0.53%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:
Number of Years Up:1
Number of Years Down:3
Best 1 Yr Total Return (2008):36.51%
Worst 1 Yr Total Return (2005):-9.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRYCLXCategory
Alpha (against Standard Index)-17.53-19.78
Beta (against Standard Index)11.619.53
Mean Annual Return-2.67-0.42
R-squared (against Standard Index)65.30
Standard Deviation23.1829.78
Sharpe Ratio-0.10N/A
Treynor Ratio-0.43N/A
5 Years
StatisticRYCLXCategory
Alpha (against Standard Index)-14.69-14.37
Beta (against Standard Index)10.799.21
Mean Annual Return-5.30-0.38
R-squared (against Standard Index)65.17
Standard Deviation19.0423.56
Sharpe Ratio-0.35N/A
Treynor Ratio-0.77N/A
10 Years
StatisticRYCLXCategory
Alpha (against Standard Index)N/A-5.00
Beta (against Standard Index)N/A6.06
Mean Annual ReturnN/A0.12
R-squared (against Standard Index)N/A1.74
Standard DeviationN/A25.75
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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