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Rydex/SGI Managed Futures Strategy H (RYMFX)

On Dec 21: 26.39   0.20 (0.75%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Number of Years Up: 1 Number of Years Down: 0 Best 1 Yr Total Return (2008): 8.53% Worst 1 Yr Total Return (2008): 8.53% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RYMFX Category Alpha (against Standard Index) N/A 1.21 Beta (against Standard Index) N/A -3.35 Mean Annual Return N/A -0.08 R-squared (against Standard Index) N/A 5.48 Standard Deviation N/A 10.53 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A 5 Years Statistic RYMFX Category Alpha (against Standard Index) N/A 2.47 Beta (against Standard Index) N/A -4.10 Mean Annual Return N/A 0.20 R-squared (against Standard Index) N/A 4.85 Standard Deviation N/A 9.26 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A 10 Years Statistic RYMFX Category Alpha (against Standard Index) N/A 2.77 Beta (against Standard Index) N/A -2.54 Mean Annual Return N/A 0.35 R-squared (against Standard Index) N/A 1.71 Standard Deviation N/A 8.34 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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