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    Rydex Banking H (RYKAX)

    48.53 Up 1.38(2.93%) Jun 28

    Risk as of May 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up8
    Number of Years Down9
    Best 1 Yr Total Return(Dec 30, 2003):31.32%
    Worst 1 Yr Total Return(Dec 30, 2008):-40.93%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.421.69
    Beta (against Standard Index)1.060.91
    Mean Annual Return0.390.58
    R-squared (against Standard Index)63.0965.34
    Standard Deviation15.9613.66
    Sharpe Ratio0.290.52
    Treynor Ratio3.227.92
    5 Years
    Alpha (against Standard Index)-0.462.90
    Beta (against Standard Index)1.141.02
    Mean Annual Return0.530.75
    R-squared (against Standard Index)74.5074.87
    Standard Deviation17.9815.91
    Sharpe Ratio0.350.58
    Treynor Ratio4.178.74
    10 Years
    Alpha (against Standard Index)-7.94-1.79
    Beta (against Standard Index)1.000.97
    Mean Annual Return-0.190.31
    R-squared (against Standard Index)53.2067.87
    Standard Deviation23.1320.04
    Sharpe Ratio-0.140.15
    Treynor Ratio-5.951.15