Dow Up0.11% Nasdaq Up0.50%

Rydex Russell 2000 2x Strategy C (RYRLX)

293.16 Up 4.02(1.39%) Aug 29

Risk as of Jul 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)-20.77-11.64
Beta (against Standard Index)2.681.87
Mean Annual Return1.931.58
R-squared (against Standard Index)85.7071.46
Standard Deviation35.3628.01
Sharpe Ratio0.650.79
Treynor Ratio6.8310.98
5 Years
StatisticRYRLXCategory
Alpha (against Standard Index)-12.86-7.48
Beta (against Standard Index)2.561.81
Mean Annual Return2.441.85
R-squared (against Standard Index)83.1772.73
Standard Deviation37.0628.80
Sharpe Ratio0.790.84
Treynor Ratio9.7111.83
10 Years
StatisticRYRLXCategory
Alpha (against Standard Index)N/A-2.91
Beta (against Standard Index)N/A1.70
Mean Annual ReturnN/A0.91
R-squared (against Standard Index)N/A73.70
Standard DeviationN/A30.10
Sharpe RatioN/A0.33
Treynor RatioN/A3.20