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Rydex Telecommunications Adv (RYMAX)
On
Dec 24
:
12.78
0.06
(0.47%)
MORE ON RYMAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
18.49%
Worst 1 Yr Total Return
(2008)
:
-45.43%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYMAX
Category
Alpha (against Standard Index)
-2.27
-0.99
Beta (against Standard Index)
1.11
1.23
Mean Annual Return
-9.42
-0.53
R-squared (against Standard Index)
83
74.01
Standard Deviation
24.06
29.46
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-10.57
N/A
5 Years
Statistic
RYMAX
Category
Alpha (against Standard Index)
-2.46
-0.51
Beta (against Standard Index)
1.14
1.27
Mean Annual Return
-2.66
0.11
R-squared (against Standard Index)
80
71.94
Standard Deviation
20.36
24.83
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.98
N/A
10 Years
Statistic
RYMAX
Category
Alpha (against Standard Index)
-9.21
-2.37
Beta (against Standard Index)
1.44
1.32
Mean Annual Return
-12.60
-0.19
R-squared (against Standard Index)
69
69.14
Standard Deviation
27.94
25.69
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-10.78
N/A
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