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    Rydex Banking C (RYKCX)

    54.19 Up 0.10(0.18%) Nov 24

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up7
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2003):30.13%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.44%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.575.02
    Beta (against Standard Index)0.920.85
    Mean Annual Return0.821.13
    R-squared (against Standard Index)57.3059.64
    Standard Deviation13.2312.10
    Sharpe Ratio0.741.15
    Treynor Ratio10.1318.08
    5 Years
    Alpha (against Standard Index)-1.582.74
    Beta (against Standard Index)1.121.00
    Mean Annual Return0.650.92
    R-squared (against Standard Index)74.1474.96
    Standard Deviation17.4615.48
    Sharpe Ratio0.440.74
    Treynor Ratio5.6711.33
    10 Years
    Alpha (against Standard Index)-8.82-2.27
    Beta (against Standard Index)0.970.95
    Mean Annual Return-0.170.37
    R-squared (against Standard Index)52.4966.80
    Standard Deviation22.6019.65
    Sharpe Ratio-0.140.18
    Treynor Ratio-5.981.73