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Rydex Russell 2000 2x Strategy C (RYRLX)

253.57 Up 5.73(2.31%) Oct 20

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up4
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)-19.49-10.76
Beta (against Standard Index)2.621.83
Mean Annual Return3.042.36
R-squared (against Standard Index)80.3266.53
Standard Deviation30.9025.19
Sharpe Ratio1.181.27
Treynor Ratio14.1818.36
5 Years
StatisticRYRLXCategory
Alpha (against Standard Index)-14.55-8.09
Beta (against Standard Index)2.591.81
Mean Annual Return2.131.66
R-squared (against Standard Index)83.0373.23
Standard Deviation37.5628.81
Sharpe Ratio0.680.76
Treynor Ratio7.8110.46
10 Years
StatisticRYRLXCategory
Alpha (against Standard Index)N/A-3.09
Beta (against Standard Index)N/A1.73
Mean Annual ReturnN/A0.93
R-squared (against Standard Index)N/A75.29
Standard DeviationN/A30.26
Sharpe RatioN/A0.34
Treynor RatioN/A3.23