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Rydex Biotechnology Inv (RYOIX)

70.74 Down 1.59(2.20%) Apr 29

Risk as of Mar 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up13
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2013):54.66%
Worst 1 Yr Total Return(Dec 30, 2002):-45.56%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticRYOIXCategory
Alpha (against Standard Index)9.3610.24
Beta (against Standard Index)1.170.90
Mean Annual Return1.371.31
R-squared (against Standard Index)28.3341.80
Standard Deviation26.5017.60
Sharpe Ratio0.620.94
Treynor Ratio11.6716.98
5 Years
StatisticRYOIXCategory
Alpha (against Standard Index)15.0911.59
Beta (against Standard Index)0.990.79
Mean Annual Return1.761.37
R-squared (against Standard Index)32.7648.94
Standard Deviation23.7015.98
Sharpe Ratio0.891.04
Treynor Ratio19.9720.36
10 Years
StatisticRYOIXCategory
Alpha (against Standard Index)9.366.88
Beta (against Standard Index)0.770.68
Mean Annual Return1.150.91
R-squared (against Standard Index)33.6952.51
Standard Deviation22.5616.40
Sharpe Ratio0.560.61
Treynor Ratio14.0613.14