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Rydex Health Care C (RYHCX)
On
Dec 1
:
13.38
0.15
(1.13%)
MORE ON RYHCX
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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)
:
9.43%
Worst 1 Yr Total Return
(2008)
:
-25.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYHCX
Category
Alpha (against Standard Index)
0.50
2.21
Beta (against Standard Index)
0.72
0.72
Mean Annual Return
-3.95
-0.08
R-squared (against Standard Index)
72
62.22
Standard Deviation
16.51
18.26
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-8.87
N/A
5 Years
Statistic
RYHCX
Category
Alpha (against Standard Index)
0.52
2.35
Beta (against Standard Index)
0.72
0.73
Mean Annual Return
1.59
0.36
R-squared (against Standard Index)
69
57.56
Standard Deviation
13.73
15.68
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.01
N/A
10 Years
Statistic
RYHCX
Category
Alpha (against Standard Index)
0.88
6.46
Beta (against Standard Index)
0.53
0.61
Mean Annual Return
1.53
0.65
R-squared (against Standard Index)
40
28.51
Standard Deviation
13.51
19.99
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.70
N/A
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