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Rydex Biotechnology Inv (RYOIX)
On
Nov 27
:
23.72
0.31
(1.29%)
MORE ON RYOIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2005)
:
11.73%
Worst 1 Yr Total Return
(2008)
:
-10.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYOIX
Category
Alpha (against Standard Index)
4.22
2.21
Beta (against Standard Index)
0.71
0.72
Mean Annual Return
-1.45
-0.08
R-squared (against Standard Index)
35
62.22
Standard Deviation
23.22
18.26
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-5.43
N/A
5 Years
Statistic
RYOIX
Category
Alpha (against Standard Index)
3.74
2.35
Beta (against Standard Index)
0.76
0.73
Mean Annual Return
3.79
0.36
R-squared (against Standard Index)
35
57.56
Standard Deviation
20.16
15.68
Sharpe Ratio
0.14
N/A
Treynor Ratio
1.02
N/A
10 Years
Statistic
RYOIX
Category
Alpha (against Standard Index)
7.88
6.46
Beta (against Standard Index)
0.89
0.61
Mean Annual Return
3.20
0.65
R-squared (against Standard Index)
18
28.51
Standard Deviation
33.84
19.99
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.26
N/A
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