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    Rydex Government Long Bd 1.2x Strat Inv (RYGBX)

    63.76 Up 0.13(0.20%) Jun 28

    Risk as of May 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up14
    Number of Years Down7
    Best 1 Yr Total Return(Dec 30, 2008):49.98%
    Worst 1 Yr Total Return(Dec 30, 2009):-31.24%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticRYGBXCategory
    Alpha (against Standard Index)-3.26N/A
    Beta (against Standard Index)4.52N/A
    Mean Annual Return0.80N/A
    R-squared (against Standard Index)73.72N/A
    Standard Deviation14.35N/A
    Sharpe Ratio0.66N/A
    Treynor Ratio1.97N/A
    5 Years
    StatisticRYGBXCategory
    Alpha (against Standard Index)-4.44N/A
    Beta (against Standard Index)5.18N/A
    Mean Annual Return1.04N/A
    R-squared (against Standard Index)63.82N/A
    Standard Deviation17.47N/A
    Sharpe Ratio0.71N/A
    Treynor Ratio2.22N/A
    10 Years
    StatisticRYGBXCategory
    Alpha (against Standard Index)-7.54N/A
    Beta (against Standard Index)4.47N/A
    Mean Annual Return0.91N/A
    R-squared (against Standard Index)57.40N/A
    Standard Deviation18.87N/A
    Sharpe Ratio0.53N/A
    Treynor Ratio1.94N/A