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Tuesday, December 8, 2009, 8:22PM ET - U.S. Markets Closed. Dow Down 1.00% Nasdaq Down 0.76%
Rydex Commodities Strategy C (RYMJX)On Dec 8: 15.19  Down 0.19 (1.24%)  
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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):30.61%
Worst 1 Yr Total Return (2008):-46.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRYMJXCategory
Alpha (against Standard Index)-2.579.84
Beta (against Standard Index)0.781.13
Mean Annual Return-10.730.30
R-squared (against Standard Index)2349.03
Standard Deviation31.5831.65
Sharpe Ratio-0.27N/A
Treynor Ratio-16.95N/A
5 Years
StatisticRYMJXCategory
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
StatisticRYMJXCategory
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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