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Rydex Energy Services A (RYESX)
On
Nov 27
:
38.74
1.14
(2.86%)
MORE ON RYESX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
48.24%
Worst 1 Yr Total Return
(2008)
:
-57.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYESX
Category
Alpha (against Standard Index)
13.53
12.65
Beta (against Standard Index)
1.35
1.24
Mean Annual Return
-2.10
0.45
R-squared (against Standard Index)
48
51.33
Standard Deviation
38.02
34.18
Sharpe Ratio
0.08
N/A
Treynor Ratio
-3.33
N/A
5 Years
Statistic
RYESX
Category
Alpha (against Standard Index)
13.82
13.19
Beta (against Standard Index)
1.36
1.23
Mean Annual Return
9.51
1.21
R-squared (against Standard Index)
42
42.80
Standard Deviation
33.48
30.15
Sharpe Ratio
0.36
N/A
Treynor Ratio
4.76
N/A
10 Years
Statistic
RYESX
Category
Alpha (against Standard Index)
12.75
15.54
Beta (against Standard Index)
1.22
1.01
Mean Annual Return
7.31
1.32
R-squared (against Standard Index)
36
34.15
Standard Deviation
32.83
28.10
Sharpe Ratio
0.29
N/A
Treynor Ratio
3.56
N/A
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