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Rydex Nova Inv (RYNVX)
On
Nov 27
:
18.35
0.48
(2.55%)
MORE ON RYNVX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
19.72%
Worst 1 Yr Total Return
(2008)
:
-54.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYNVX
Category
Alpha (against Standard Index)
-3.49
0.38
Beta (against Standard Index)
1.51
1.00
Mean Annual Return
-16.02
-0.41
R-squared (against Standard Index)
99
95.50
Standard Deviation
29.66
20.09
Sharpe Ratio
-0.51
N/A
Treynor Ratio
-12.18
N/A
5 Years
Statistic
RYNVX
Category
Alpha (against Standard Index)
-2.53
0.26
Beta (against Standard Index)
1.52
1.01
Mean Annual Return
-4.60
0.16
R-squared (against Standard Index)
99
94.84
Standard Deviation
24.29
16.47
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-5.01
N/A
10 Years
Statistic
RYNVX
Category
Alpha (against Standard Index)
-2.52
0.84
Beta (against Standard Index)
1.51
0.97
Mean Annual Return
-6.36
0.11
R-squared (against Standard Index)
99
91.16
Standard Deviation
24.43
16.35
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-6.17
N/A
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