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    Rydex Banking C (RYKCX)

    56.72 Down 0.48(0.84%) Jul 2

    Risk as of May 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
    StatisticRYKCXCategory
    Alpha (against Standard Index)-0.014.26
    Beta (against Standard Index)1.020.92
    Mean Annual Return1.291.52
    R-squared (against Standard Index)54.0355.32
    Standard Deviation12.2311.05
    Sharpe Ratio1.261.68
    Treynor Ratio15.3321.64
    5 Years
    StatisticRYKCXCategory
    Alpha (against Standard Index)-6.54-0.53
    Beta (against Standard Index)1.171.04
    Mean Annual Return0.631.00
    R-squared (against Standard Index)74.3675.58
    Standard Deviation18.4516.31
    Sharpe Ratio0.400.76
    Treynor Ratio5.1011.41
    10 Years
    StatisticRYKCXCategory
    Alpha (against Standard Index)-9.32-2.59
    Beta (against Standard Index)0.980.96
    Mean Annual Return-0.130.42
    R-squared (against Standard Index)51.4866.15
    Standard Deviation22.4619.49
    Sharpe Ratio-0.130.20
    Treynor Ratio-5.602.18