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Rydex Health Care Adv (RYHAX)
On
Dec 1
:
13.78
0.16
(1.17%)
MORE ON RYHAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
10.03%
Worst 1 Yr Total Return
(2008)
:
-25.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYHAX
Category
Alpha (against Standard Index)
1.01
2.21
Beta (against Standard Index)
0.72
0.72
Mean Annual Return
-3.46
-0.08
R-squared (against Standard Index)
72
62.22
Standard Deviation
16.55
18.26
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-8.19
N/A
5 Years
Statistic
RYHAX
Category
Alpha (against Standard Index)
1.05
2.35
Beta (against Standard Index)
0.72
0.73
Mean Annual Return
2.12
0.36
R-squared (against Standard Index)
68
57.56
Standard Deviation
13.76
15.68
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.26
N/A
10 Years
Statistic
RYHAX
Category
Alpha (against Standard Index)
1.41
6.46
Beta (against Standard Index)
0.53
0.61
Mean Annual Return
2.06
0.65
R-squared (against Standard Index)
40
28.51
Standard Deviation
13.51
19.99
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.70
N/A
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