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Rydex Retailing Adv (RYRAX)
On
Jan 7
:
11.17
0.07
(0.63%)
MORE ON RYRAX
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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
(2004)
:
8.98%
Worst 1 Yr Total Return
(2008)
:
-34.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYRAX
Category
Alpha (against Standard Index)
-1.56
-1.52
Beta (against Standard Index)
0.94
1.14
Mean Annual Return
-7.43
-0.53
R-squared (against Standard Index)
67
81.47
Standard Deviation
22.68
25.12
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-10.33
N/A
5 Years
Statistic
RYRAX
Category
Alpha (against Standard Index)
-1.61
-1.84
Beta (against Standard Index)
0.98
1.16
Mean Annual Return
-1.52
0.00
R-squared (against Standard Index)
62
78.23
Standard Deviation
19.79
21.03
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.61
N/A
10 Years
Statistic
RYRAX
Category
Alpha (against Standard Index)
-0.76
0.67
Beta (against Standard Index)
0.98
0.98
Mean Annual Return
-2.02
0.12
R-squared (against Standard Index)
61
71.18
Standard Deviation
20.33
18.91
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-5.03
N/A
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