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    Rydex S&P 500 Pure Value A (RYLVX)

    147.78 Up 1.34(0.92%) Dec 19

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up6
    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
    StatisticRYLVXCategory
    Alpha (against Standard Index)-2.08-2.30
    Beta (against Standard Index)1.291.08
    Mean Annual Return1.931.56
    R-squared (against Standard Index)77.7682.16
    Standard Deviation13.2710.78
    Sharpe Ratio1.741.75
    Treynor Ratio19.1018.39
    5 Years
    StatisticRYLVXCategory
    Alpha (against Standard Index)-0.19-1.72
    Beta (against Standard Index)1.211.13
    Mean Annual Return1.571.34
    R-squared (against Standard Index)86.9090.16
    Standard Deviation16.8415.53
    Sharpe Ratio1.111.04
    Treynor Ratio15.5414.11
    10 Years
    StatisticRYLVXCategory
    Alpha (against Standard Index)-2.18-0.30
    Beta (against Standard Index)1.411.16
    Mean Annual Return0.810.81
    R-squared (against Standard Index)79.5989.01
    Standard Deviation23.3118.09
    Sharpe Ratio0.350.46
    Treynor Ratio4.056.00