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    Rydex Real Estate A (RYREX)

    37.92 Up 0.08(0.21%) Apr 24

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up8
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2006):29.71%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.35%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticRYREXCategory
    Alpha (against Standard Index)5.368.20
    Beta (against Standard Index)0.530.45
    Mean Annual Return0.931.09
    R-squared (against Standard Index)22.3715.54
    Standard Deviation11.8812.40
    Sharpe Ratio0.931.08
    Treynor Ratio20.4929.58
    5 Years
    StatisticRYREXCategory
    Alpha (against Standard Index)5.038.12
    Beta (against Standard Index)0.780.74
    Mean Annual Return1.051.28
    R-squared (against Standard Index)54.5746.15
    Standard Deviation15.1915.84
    Sharpe Ratio0.820.96
    Treynor Ratio15.3920.24
    10 Years
    StatisticRYREXCategory
    Alpha (against Standard Index)-0.033.42
    Beta (against Standard Index)1.091.09
    Mean Annual Return0.680.97
    R-squared (against Standard Index)56.7653.14
    Standard Deviation23.9924.87
    Sharpe Ratio0.280.41
    Treynor Ratio3.546.72