Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, January 7, 2010, 3:37AM ET - U.S. Markets open in 5 hours and 53 minutes.
Dow
0.02%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Rydex Electronics A (RYELX)
On
Jan 6
:
50.15
0.13
(0.26%)
MORE ON RYELX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
6.21%
Worst 1 Yr Total Return
(2008)
:
-50.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYELX
Category
Alpha (against Standard Index)
-1.95
6.38
Beta (against Standard Index)
1.24
1.13
Mean Annual Return
-11.10
0.14
R-squared (against Standard Index)
70
78.37
Standard Deviation
29.29
25.34
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-10.79
N/A
5 Years
Statistic
RYELX
Category
Alpha (against Standard Index)
-1.61
3.18
Beta (against Standard Index)
1.37
1.18
Mean Annual Return
-3.59
0.42
R-squared (against Standard Index)
65
73.49
Standard Deviation
27.22
22.16
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-4.80
N/A
10 Years
Statistic
RYELX
Category
Alpha (against Standard Index)
-0.02
0.36
Beta (against Standard Index)
1.88
1.54
Mean Annual Return
-9.12
0.00
R-squared (against Standard Index)
56
58.28
Standard Deviation
40.64
32.85
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-6.42
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center