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    Rydex S&P 500 Pure Value A (RYLVX)

    142.95 Down 0.43(0.30%) Jul 30

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up7
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):48.86%
    Worst 1 Yr Total Return(Dec 30, 2008):-49.34%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.240.29
    Beta (against Standard Index)1.211.02
    Mean Annual Return1.761.41
    R-squared (against Standard Index)77.6778.83
    Standard Deviation11.749.82
    Sharpe Ratio1.791.73
    Treynor Ratio18.5217.52
    5 Years
    Alpha (against Standard Index)-3.27-3.01
    Beta (against Standard Index)1.241.13
    Mean Annual Return1.471.33
    R-squared (against Standard Index)87.8589.54
    Standard Deviation15.9414.39
    Sharpe Ratio1.101.12
    Treynor Ratio14.1414.20
    10 Years
    Alpha (against Standard Index)-2.40-0.42
    Beta (against Standard Index)1.421.15
    Mean Annual Return0.790.79
    R-squared (against Standard Index)79.8188.98
    Standard Deviation23.4318.06
    Sharpe Ratio0.340.45
    Treynor Ratio3.885.87