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Rydex Internet Inv (RYIIX)
On
Dec 4
:
39.71
0.28
(0.71%)
MORE ON RYIIX
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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)
:
12.89%
Worst 1 Yr Total Return
(2008)
:
-44.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYIIX
Category
Alpha (against Standard Index)
8.29
7.86
Beta (against Standard Index)
1.16
1.14
Mean Annual Return
-1.67
0.12
R-squared (against Standard Index)
76
78.24
Standard Deviation
26.01
25.36
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-3.52
N/A
5 Years
Statistic
RYIIX
Category
Alpha (against Standard Index)
3.00
3.75
Beta (against Standard Index)
1.21
1.19
Mean Annual Return
1.59
0.43
R-squared (against Standard Index)
66
73.64
Standard Deviation
23.45
22.22
Sharpe Ratio
0.06
N/A
Treynor Ratio
-1.19
N/A
10 Years
Statistic
RYIIX
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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