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Rydex Russell 2000 2x Strategy C (RYRLX)

279.12 Down 6.47(2.27%) Sep 19

Risk as of Aug 30, 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)-18.05-11.16
Beta (against Standard Index)2.621.86
Mean Annual Return2.752.09
R-squared (against Standard Index)84.1969.75
Standard Deviation33.1426.92
Sharpe Ratio1.001.05
Treynor Ratio12.0315.33
5 Years
StatisticRYRLXCategory
Alpha (against Standard Index)-12.30-7.26
Beta (against Standard Index)2.581.81
Mean Annual Return2.521.89
R-squared (against Standard Index)83.4173.18
Standard Deviation37.1928.77
Sharpe Ratio0.810.85
Treynor Ratio10.1012.08
10 Years
StatisticRYRLXCategory
Alpha (against Standard Index)N/A-2.94
Beta (against Standard Index)N/A1.70
Mean Annual ReturnN/A0.96
R-squared (against Standard Index)N/A73.84
Standard DeviationN/A30.12
Sharpe RatioN/A0.35
Treynor RatioN/A3.56