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Monday, December 7, 2009, 7:07AM ET - U.S. Markets open in 2 hours and 23 minutes. Dow Up 0.22% Nasdaq  0.00%
Rydex Commodities Strategy H (RYMBX)On Dec 4: 16.11  Down 0.12 (0.74%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:1
Number of Years Down:2
Best 1 Yr Total Return (2007):31.59%
Worst 1 Yr Total Return (2008):-45.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRYMBXCategory
Alpha (against Standard Index)-1.809.84
Beta (against Standard Index)0.781.13
Mean Annual Return-10.050.30
R-squared (against Standard Index)2349.03
Standard Deviation31.6031.65
Sharpe Ratio-0.25N/A
Treynor Ratio-16.05N/A
5 Years
StatisticRYMBXCategory
Alpha (against Standard Index)N/A10.78
Beta (against Standard Index)N/A1.16
Mean Annual ReturnN/A1.02
R-squared (against Standard Index)N/A43.88
Standard DeviationN/A28.35
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticRYMBXCategory
Alpha (against Standard Index)N/A13.33
Beta (against Standard Index)N/A0.90
Mean Annual ReturnN/A1.16
R-squared (against Standard Index)N/A35.23
Standard DeviationN/A25.46
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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