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Tuesday, December 22, 2009, 10:19PM ET - U.S. Markets Closed. Dow Up 0.49% Nasdaq Up 0.67%
Rydex Inverse Russell 2000 2x Strategy H (RYIRX)On Dec 22: 14.64  Down 0.25 (1.68%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:
Number of Years Up:2
Number of Years Down:0
Best 1 Yr Total Return (2008):24.95%
Worst 1 Yr Total Return (2007):1.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRYIRXCategory
Alpha (against Standard Index)-31.81-19.78
Beta (against Standard Index)18.209.53
Mean Annual Return-14.97-0.42
R-squared (against Standard Index)45.30
Standard Deviation46.0429.78
Sharpe Ratio-0.18N/A
Treynor Ratio-0.95N/A
5 Years
StatisticRYIRXCategory
Alpha (against Standard Index)N/A-14.37
Beta (against Standard Index)N/A9.21
Mean Annual ReturnN/A-0.38
R-squared (against Standard Index)N/A5.17
Standard DeviationN/A23.56
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticRYIRXCategory
Alpha (against Standard Index)N/A-5.00
Beta (against Standard Index)N/A6.06
Mean Annual ReturnN/A0.12
R-squared (against Standard Index)N/A1.74
Standard DeviationN/A25.75
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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