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Rydex Telecommunications Inv (RYMIX)
On
Dec 22
:
13.45
0.06
(0.45%)
MORE ON RYMIX
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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)
:
19.06%
Worst 1 Yr Total Return
(2008)
:
-45.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYMIX
Category
Alpha (against Standard Index)
-1.83
-0.99
Beta (against Standard Index)
1.11
1.23
Mean Annual Return
-9.00
-0.53
R-squared (against Standard Index)
83
74.01
Standard Deviation
24.05
29.46
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-10.20
N/A
5 Years
Statistic
RYMIX
Category
Alpha (against Standard Index)
-2.01
-0.51
Beta (against Standard Index)
1.13
1.27
Mean Annual Return
-2.22
0.11
R-squared (against Standard Index)
80
71.94
Standard Deviation
20.34
24.83
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.59
N/A
10 Years
Statistic
RYMIX
Category
Alpha (against Standard Index)
-8.80
-2.37
Beta (against Standard Index)
1.44
1.32
Mean Annual Return
-12.24
-0.19
R-squared (against Standard Index)
69
69.14
Standard Deviation
27.95
25.69
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.53
N/A
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