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Rydex Health Care Inv (RYHIX)
On
Dec 2
:
14.70
0.06
(0.41%)
MORE ON RYHIX
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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)
:
10.62%
Worst 1 Yr Total Return
(2008)
:
-24.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYHIX
Category
Alpha (against Standard Index)
1.50
2.21
Beta (against Standard Index)
0.72
0.72
Mean Annual Return
-2.99
-0.08
R-squared (against Standard Index)
72
62.22
Standard Deviation
16.57
18.26
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-7.52
N/A
5 Years
Statistic
RYHIX
Category
Alpha (against Standard Index)
1.57
2.35
Beta (against Standard Index)
0.72
0.73
Mean Annual Return
2.66
0.36
R-squared (against Standard Index)
69
57.56
Standard Deviation
13.77
15.68
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.51
N/A
10 Years
Statistic
RYHIX
Category
Alpha (against Standard Index)
1.92
6.46
Beta (against Standard Index)
0.54
0.61
Mean Annual Return
2.58
0.65
R-squared (against Standard Index)
40
28.51
Standard Deviation
13.53
19.99
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.74
N/A
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