Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, January 5, 2010, 11:00PM ET - U.S. Markets Closed.
Dow
0.11%
Nasdaq
0.01%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Rydex Consumer Products A (RYPDX)
On
Jan 5
:
34.04
0.02
(0.06%)
MORE ON RYPDX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
16.97%
Worst 1 Yr Total Return
(2008)
:
-23.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYPDX
Category
Alpha (against Standard Index)
3.69
4.22
Beta (against Standard Index)
0.67
0.81
Mean Annual Return
0.67
0.12
R-squared (against Standard Index)
79
81.19
Standard Deviation
14.95
17.83
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.40
N/A
5 Years
Statistic
RYPDX
Category
Alpha (against Standard Index)
2.26
2.13
Beta (against Standard Index)
0.65
0.80
Mean Annual Return
3.93
0.36
R-squared (against Standard Index)
75
77.50
Standard Deviation
12.12
14.49
Sharpe Ratio
0.14
N/A
Treynor Ratio
1.45
N/A
10 Years
Statistic
RYPDX
Category
Alpha (against Standard Index)
2.45
4.57
Beta (against Standard Index)
0.59
0.64
Mean Annual Return
3.26
0.51
R-squared (against Standard Index)
54
51.61
Standard Deviation
13.03
14.36
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.57
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center