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Rydex Leisure Adv (RYLAX)
On
Dec 24
:
23.19
0.03
(0.13%)
MORE ON RYLAX
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Research Reports
Risk
As of 30-Nov-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)
:
22.60%
Worst 1 Yr Total Return
(2008)
:
-49.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYLAX
Category
Alpha (against Standard Index)
-3.03
-1.52
Beta (against Standard Index)
1.41
1.14
Mean Annual Return
-13.15
-0.53
R-squared (against Standard Index)
87
81.47
Standard Deviation
29.91
25.12
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-10.98
N/A
5 Years
Statistic
RYLAX
Category
Alpha (against Standard Index)
-3.45
-1.84
Beta (against Standard Index)
1.41
1.16
Mean Annual Return
-4.79
0.00
R-squared (against Standard Index)
83
78.23
Standard Deviation
24.65
21.03
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-5.54
N/A
10 Years
Statistic
RYLAX
Category
Alpha (against Standard Index)
-1.21
0.67
Beta (against Standard Index)
1.22
0.98
Mean Annual Return
-3.56
0.12
R-squared (against Standard Index)
74
71.18
Standard Deviation
22.91
18.91
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.33
N/A
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