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

    55.34 Up 0.12(0.22%) Sep 3

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up10
    Number of Years Down4
    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
    StatisticRYCTXCategory
    Alpha (against Standard Index)-3.97N/A
    Beta (against Standard Index)2.03N/A
    Mean Annual Return2.48N/A
    R-squared (against Standard Index)99.95N/A
    Standard Deviation17.36N/A
    Sharpe Ratio1.71N/A
    Treynor Ratio15.90N/A
    5 Years
    StatisticRYCTXCategory
    Alpha (against Standard Index)-4.69N/A
    Beta (against Standard Index)2.04N/A
    Mean Annual Return2.29N/A
    R-squared (against Standard Index)99.87N/A
    Standard Deviation23.96N/A
    Sharpe Ratio1.15N/A
    Treynor Ratio13.57N/A
    10 Years
    StatisticRYCTXCategory
    Alpha (against Standard Index)-5.18N/A
    Beta (against Standard Index)2.03N/A
    Mean Annual Return0.90N/A
    R-squared (against Standard Index)99.73N/A
    Standard Deviation29.98N/A
    Sharpe Ratio0.32N/A
    Treynor Ratio2.44N/A