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    Rydex Precious Metals Inv (RYPMX)

    25.11 Down 0.37(1.45%) Mar 31

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    Number of Years Down11
    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
    Alpha (against Standard Index)-30.20-30.53
    Beta (against Standard Index)0.670.64
    Mean Annual Return-1.87-1.93
    R-squared (against Standard Index)4.584.29
    Standard Deviation32.6533.56
    Sharpe Ratio-0.69-0.69
    Treynor Ratio-36.79-41.13
    5 Years
    Alpha (against Standard Index)-15.26-13.30
    Beta (against Standard Index)0.670.53
    Mean Annual Return-0.64-0.61
    R-squared (against Standard Index)9.766.74
    Standard Deviation31.0931.34
    Sharpe Ratio-0.25-0.24
    Treynor Ratio-18.00-23.29
    10 Years
    Alpha (against Standard Index)-2.620.92
    Beta (against Standard Index)1.030.92
    Mean Annual Return0.430.67
    R-squared (against Standard Index)21.5218.80
    Standard Deviation36.9335.79
    Sharpe Ratio0.100.18
    Treynor Ratio-3.120.32