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Rydex Commodities Strategy A (RYMEX)
On
Dec 8
:
15.75
0.19
(1.19%)
MORE ON RYMEX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
1
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
31.68%
Worst 1 Yr Total Return
(2008)
:
-45.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYMEX
Category
Alpha (against Standard Index)
-1.80
9.84
Beta (against Standard Index)
0.78
1.13
Mean Annual Return
-10.05
0.30
R-squared (against Standard Index)
23
49.03
Standard Deviation
31.61
31.65
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-16.05
N/A
5 Years
Statistic
RYMEX
Category
Alpha (against Standard Index)
N/A
10.78
Beta (against Standard Index)
N/A
1.16
Mean Annual Return
N/A
1.02
R-squared (against Standard Index)
N/A
43.88
Standard Deviation
N/A
28.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
RYMEX
Category
Alpha (against Standard Index)
N/A
13.33
Beta (against Standard Index)
N/A
0.90
Mean Annual Return
N/A
1.16
R-squared (against Standard Index)
N/A
35.23
Standard Deviation
N/A
25.46
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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