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Rydex Precious Metals Inv (RYPMX)

38.80 Down 1.34(3.34%) Sep 2

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up9
Number of Years Down10
Best 1 Yr Total Return(Dec 30, 2009):51.59%
Worst 1 Yr Total Return(Dec 30, 2013):-46.44%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticRYPMXCategory
Alpha (against Standard Index)-25.96-25.87
Beta (against Standard Index)0.820.70
Mean Annual Return-1.41-1.52
R-squared (against Standard Index)13.379.60
Standard Deviation32.0432.76
Sharpe Ratio-0.53-0.56
Treynor Ratio-24.31-31.48
5 Years
StatisticRYPMXCategory
Alpha (against Standard Index)-10.65-8.32
Beta (against Standard Index)0.800.65
Mean Annual Return-0.05-0.01
R-squared (against Standard Index)14.5010.07
Standard Deviation30.8230.87
Sharpe Ratio-0.02-0.01
Treynor Ratio-6.55-7.78
10 Years
StatisticRYPMXCategory
Alpha (against Standard Index)-0.823.47
Beta (against Standard Index)1.030.93
Mean Annual Return0.690.98
R-squared (against Standard Index)22.6519.90
Standard Deviation35.9334.82
Sharpe Ratio0.180.29
Treynor Ratio0.124.76