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    Rydex Russell 2000 2x Strategy C (RYRLX)

    321.44 Up 4.72(1.49%) Mar 2

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up5
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):83.31%
    Worst 1 Yr Total Return(Dec 30, 2008):-66.58%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticRYRLXCategory
    Alpha (against Standard Index)-12.51-8.94
    Beta (against Standard Index)2.341.71
    Mean Annual Return2.201.62
    R-squared (against Standard Index)67.8660.34
    Standard Deviation26.4722.57
    Sharpe Ratio0.991.01
    Treynor Ratio10.8711.30
    5 Years
    StatisticRYRLXCategory
    Alpha (against Standard Index)-12.02-7.38
    Beta (against Standard Index)2.601.78
    Mean Annual Return2.321.67
    R-squared (against Standard Index)84.5172.22
    Standard Deviation36.5928.06
    Sharpe Ratio0.760.79
    Treynor Ratio9.0210.91
    10 Years
    StatisticRYRLXCategory
    Alpha (against Standard Index)N/A-2.96
    Beta (against Standard Index)N/A1.72
    Mean Annual ReturnN/A0.87
    R-squared (against Standard Index)N/A74.94
    Standard DeviationN/A30.19
    Sharpe RatioN/A0.32
    Treynor RatioN/A2.92