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Rydex Financial Services A (RYFNX)
On
Dec 2
:
66.79
0.25
(0.38%)
MORE ON RYFNX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
15.62%
Worst 1 Yr Total Return
(2008)
:
-47.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYFNX
Category
Alpha (against Standard Index)
-9.67
-5.47
Beta (against Standard Index)
1.43
1.27
Mean Annual Return
-20.76
-1.07
R-squared (against Standard Index)
84
75.55
Standard Deviation
30.41
28.60
Sharpe Ratio
-0.68
N/A
Treynor Ratio
-16.17
N/A
5 Years
Statistic
RYFNX
Category
Alpha (against Standard Index)
-7.52
-4.25
Beta (against Standard Index)
1.41
1.25
Mean Annual Return
-9.14
-0.25
R-squared (against Standard Index)
84
73.60
Standard Deviation
24.45
23.29
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-8.62
N/A
10 Years
Statistic
RYFNX
Category
Alpha (against Standard Index)
-1.09
3.26
Beta (against Standard Index)
1.12
0.88
Mean Annual Return
-3.44
0.33
R-squared (against Standard Index)
67
52.55
Standard Deviation
21.96
19.74
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-5.73
N/A
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