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    Rydex S&P 500 Pure Value A (RYLVX)

    149.59 Up 1.26(0.85%) May 1

    Risk as of Mar 30, 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
    StatisticRYLVXCategory
    Alpha (against Standard Index)-1.72-0.12
    Beta (against Standard Index)1.281.02
    Mean Annual Return1.511.31
    R-squared (against Standard Index)81.3182.77
    Standard Deviation13.6410.83
    Sharpe Ratio1.321.46
    Treynor Ratio14.4915.92
    5 Years
    StatisticRYLVXCategory
    Alpha (against Standard Index)-2.47-2.09
    Beta (against Standard Index)1.231.12
    Mean Annual Return1.271.17
    R-squared (against Standard Index)88.9790.22
    Standard Deviation16.9615.32
    Sharpe Ratio0.900.92
    Treynor Ratio11.9312.23
    10 Years
    StatisticRYLVXCategory
    Alpha (against Standard Index)-2.26-0.18
    Beta (against Standard Index)1.421.16
    Mean Annual Return0.810.82
    R-squared (against Standard Index)79.8088.66
    Standard Deviation23.4318.23
    Sharpe Ratio0.350.46
    Treynor Ratio4.026.12