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Rydex Dow 2x Strategy A (RYLDX)
On
Dec 4
:
17.43
0.07
(0.40%)
MORE ON RYLDX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
30.21%
Worst 1 Yr Total Return
(2008)
:
-62.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYLDX
Category
Alpha (against Standard Index)
-3.21
-1.05
Beta (against Standard Index)
1.83
1.02
Mean Annual Return
-19.90
-0.55
R-squared (against Standard Index)
95
94.27
Standard Deviation
36.70
20.65
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-12.20
N/A
5 Years
Statistic
RYLDX
Category
Alpha (against Standard Index)
-2.68
0.04
Beta (against Standard Index)
1.85
1.02
Mean Annual Return
-6.83
0.14
R-squared (against Standard Index)
94
93.13
Standard Deviation
30.33
16.85
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.33
N/A
10 Years
Statistic
RYLDX
Category
Alpha (against Standard Index)
N/A
2.54
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
80.76
Standard Deviation
N/A
15.89
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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