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Tuesday, December 22, 2009, 5:28PM ET - U.S. Markets Closed. Dow  0.49% Nasdaq  0.67%

Rydex NASDAQ-100 Inv (RYOCX)

On Dec 22: 12.07   0.07 (0.58%)

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Risk  As of 30-Nov-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 (2007): 18.05% Worst 1 Yr Total Return (2008): -41.88% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RYOCX Category Alpha (against Standard Index) 6.40 2.20 Beta (against Standard Index) 1.08 0.99 Mean Annual Return -0.85 -0.14 R-squared (against Standard Index) 83 88.76 Standard Deviation 23.53 21.04 Sharpe Ratio -0.01 N/A Treynor Ratio -2.88 N/A 5 Years Statistic RYOCX Category Alpha (against Standard Index) 2.17 0.80 Beta (against Standard Index) 1.13 1.01 Mean Annual Return 2.00 0.24 R-squared (against Standard Index) 79 86.59 Standard Deviation 20.34 17.50 Sharpe Ratio 0.06 N/A Treynor Ratio -0.88 N/A 10 Years Statistic RYOCX Category Alpha (against Standard Index) -1.16 -0.13 Beta (against Standard Index) 1.53 1.04 Mean Annual Return -6.11 0.05 R-squared (against Standard Index) 66 78.99 Standard Deviation 30.55 19.17 Sharpe Ratio -0.15 N/A Treynor Ratio -5.90 N/A
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