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Rydex Banking Inv (RYKIX)
On
Dec 4
:
46.29
0.88
(1.94%)
MORE ON RYKIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2004)
:
13.73%
Worst 1 Yr Total Return
(2008)
:
-40.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYKIX
Category
Alpha (against Standard Index)
-18.60
-5.47
Beta (against Standard Index)
1.16
1.27
Mean Annual Return
-26.33
-1.07
R-squared (against Standard Index)
54
75.55
Standard Deviation
30.86
28.60
Sharpe Ratio
-0.89
N/A
Treynor Ratio
-24.69
N/A
5 Years
Statistic
RYKIX
Category
Alpha (against Standard Index)
-14.50
-4.25
Beta (against Standard Index)
1.15
1.25
Mean Annual Return
-15.14
-0.25
R-squared (against Standard Index)
54
73.60
Standard Deviation
24.67
23.29
Sharpe Ratio
-0.65
N/A
Treynor Ratio
-15.86
N/A
10 Years
Statistic
RYKIX
Category
Alpha (against Standard Index)
-3.27
3.26
Beta (against Standard Index)
0.88
0.88
Mean Annual Return
-5.17
0.33
R-squared (against Standard Index)
38
52.55
Standard Deviation
22.86
19.74
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-9.31
N/A
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