Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Friday, December 25, 2009, 7:16AM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
Rydex Nova Adv (RYNAX)On Dec 24: 17.88  Up 0.13 (0.73%)  
MORE ON RYNAX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):19.12%
Worst 1 Yr Total Return (2008):-54.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRYNAXCategory
Alpha (against Standard Index)-4.030.06
Beta (against Standard Index)1.521.00
Mean Annual Return-14.79-0.33
R-squared (against Standard Index)9995.82
Standard Deviation30.1620.42
Sharpe Ratio-0.45N/A
Treynor Ratio-11.26N/A
5 Years
StatisticRYNAXCategory
Alpha (against Standard Index)-3.090.04
Beta (against Standard Index)1.521.01
Mean Annual Return-4.590.17
R-squared (against Standard Index)9995.19
Standard Deviation24.4716.64
Sharpe Ratio-0.18N/A
Treynor Ratio-4.99N/A
10 Years
StatisticRYNAXCategory
Alpha (against Standard Index)-3.020.81
Beta (against Standard Index)1.510.96
Mean Annual Return-6.280.14
R-squared (against Standard Index)9991.13
Standard Deviation24.5916.39
Sharpe Ratio-0.25N/A
Treynor Ratio-6.08N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center