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Rydex Precious Metals Inv (RYPMX)
On
Dec 28
:
64.75
0.35
(0.54%)
MORE ON RYPMX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
21.57%
Worst 1 Yr Total Return
(2008)
:
-37.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYPMX
Category
Alpha (against Standard Index)
8.65
10.54
Beta (against Standard Index)
4.25
5.79
Mean Annual Return
5.54
1.70
R-squared (against Standard Index)
0
0.49
Standard Deviation
46.77
45.29
Sharpe Ratio
0.30
N/A
Treynor Ratio
0.77
N/A
5 Years
Statistic
RYPMX
Category
Alpha (against Standard Index)
14.04
19.07
Beta (against Standard Index)
2.59
2.91
Mean Annual Return
10.70
2.02
R-squared (against Standard Index)
0
0.16
Standard Deviation
41.53
40.09
Sharpe Ratio
0.38
N/A
Treynor Ratio
2.98
N/A
10 Years
Statistic
RYPMX
Category
Alpha (against Standard Index)
13.40
19.59
Beta (against Standard Index)
3.21
3.26
Mean Annual Return
12.05
2.03
R-squared (against Standard Index)
0
0.14
Standard Deviation
36.41
35.61
Sharpe Ratio
0.42
N/A
Treynor Ratio
2.85
N/A
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