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Rydex Internet C (RYICX)
On
Dec 4
:
36.43
0.25
(0.69%)
MORE ON RYICX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
11.83%
Worst 1 Yr Total Return
(2008)
:
-45.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYICX
Category
Alpha (against Standard Index)
7.33
7.86
Beta (against Standard Index)
1.16
1.14
Mean Annual Return
-2.62
0.12
R-squared (against Standard Index)
76
78.24
Standard Deviation
26.01
25.36
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-4.34
N/A
5 Years
Statistic
RYICX
Category
Alpha (against Standard Index)
2.02
3.75
Beta (against Standard Index)
1.21
1.19
Mean Annual Return
0.60
0.43
R-squared (against Standard Index)
67
73.64
Standard Deviation
23.44
22.22
Sharpe Ratio
0.02
N/A
Treynor Ratio
-2.01
N/A
10 Years
Statistic
RYICX
Category
Alpha (against Standard Index)
N/A
2.22
Beta (against Standard Index)
N/A
1.56
Mean Annual Return
N/A
0.10
R-squared (against Standard Index)
N/A
57.55
Standard Deviation
N/A
33.23
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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