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Rydex S&P 500 2x Strategy C (RYCTX)

60.91 Down 1.14(1.84%) Apr 28

Risk as of Mar 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up10
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2013):67.67%
Worst 1 Yr Total Return(Dec 30, 2008):-68.37%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-3.98N/A
Beta (against Standard Index)2.04N/A
Mean Annual Return1.68N/A
R-squared (against Standard Index)99.95N/A
Standard Deviation23.16N/A
Sharpe Ratio0.86N/A
Treynor Ratio9.30N/A
5 Years
Alpha (against Standard Index)-4.55N/A
Beta (against Standard Index)2.04N/A
Mean Annual Return1.61N/A
R-squared (against Standard Index)99.88N/A
Standard Deviation24.97N/A
Sharpe Ratio0.77N/A
Treynor Ratio8.58N/A
10 Years
Alpha (against Standard Index)-5.20N/A
Beta (against Standard Index)2.03N/A
Mean Annual Return0.83N/A
R-squared (against Standard Index)99.75N/A
Standard Deviation31.14N/A
Sharpe Ratio0.28N/A
Treynor Ratio1.91N/A