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 Dow Down0.42% Nasdaq Down0.05%

Rydex Russell 2000 2x Strategy C (RYRLX)

277.57 Up 1.08(0.39%) Jul 29

Risk as of Jun 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)-18.00-11.71
Beta (against Standard Index)2.641.87
Mean Annual Return2.051.54
R-squared (against Standard Index)86.6371.90
Standard Deviation34.8228.00
Sharpe Ratio0.710.77
Treynor Ratio7.7110.71
5 Years
StatisticRYRLXCategory
Alpha (against Standard Index)-10.84-7.58
Beta (against Standard Index)2.541.81
Mean Annual Return2.952.12
R-squared (against Standard Index)84.1373.49
Standard Deviation37.1329.21
Sharpe Ratio0.950.94
Treynor Ratio12.8613.99
10 Years
StatisticRYRLXCategory
Alpha (against Standard Index)N/A-2.95
Beta (against Standard Index)N/A1.70
Mean Annual ReturnN/A0.88
R-squared (against Standard Index)N/A73.71
Standard DeviationN/A30.20
Sharpe RatioN/A0.32
Treynor RatioN/A2.96