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    Rydex Real Estate A (RYREX)

    38.20 Down 0.63(1.62%) Mar 25

    Risk as of Feb 27, 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)6.088.89
    Beta (against Standard Index)0.540.46
    Mean Annual Return1.031.18
    R-squared (against Standard Index)21.8415.29
    Standard Deviation12.0412.61
    Sharpe Ratio1.021.16
    Treynor Ratio22.6631.72
    5 Years
    StatisticRYREXCategory
    Alpha (against Standard Index)5.188.28
    Beta (against Standard Index)0.800.77
    Mean Annual Return1.191.42
    R-squared (against Standard Index)56.1347.91
    Standard Deviation15.6116.30
    Sharpe Ratio0.911.04
    Treynor Ratio17.1721.89
    10 Years
    StatisticRYREXCategory
    Alpha (against Standard Index)-0.283.19
    Beta (against Standard Index)1.091.10
    Mean Annual Return0.660.95
    R-squared (against Standard Index)56.9553.29
    Standard Deviation24.0024.91
    Sharpe Ratio0.270.40
    Treynor Ratio3.206.39