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Rydex/SGI Multi-Hedge Strategies A (RYMQX)On Dec 15: 20.65  Down 0.04 (0.19%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:2
Number of Years Down:1
Best 1 Yr Total Return (2006):6.60%
Worst 1 Yr Total Return (2008):-18.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRYMQXCategory
Alpha (against Standard Index)1.621.21
Beta (against Standard Index)-7.15-3.35
Mean Annual Return-5.78-0.08
R-squared (against Standard Index)125.48
Standard Deviation9.7610.53
Sharpe Ratio-0.80N/A
Treynor Ratio1.13N/A
5 Years
StatisticRYMQXCategory
Alpha (against Standard Index)N/A2.47
Beta (against Standard Index)N/A-4.10
Mean Annual ReturnN/A0.20
R-squared (against Standard Index)N/A4.85
Standard DeviationN/A9.26
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticRYMQXCategory
Alpha (against Standard Index)N/A2.77
Beta (against Standard Index)N/A-2.54
Mean Annual ReturnN/A0.35
R-squared (against Standard Index)N/A1.71
Standard DeviationN/A8.34
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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