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Rydex Russell 2000 2x Strategy C (RYRLX)

299.12 Up 2.17(0.73%) Nov 26

Risk as of Oct 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
Alpha (against Standard Index)-15.98-10.66
Beta (against Standard Index)2.511.82
Mean Annual Return2.551.93
R-squared (against Standard Index)71.7562.00
Standard Deviation26.9522.88
Sharpe Ratio1.131.18
Treynor Ratio12.2014.22
5 Years
Alpha (against Standard Index)-11.06-7.49
Beta (against Standard Index)2.571.80
Mean Annual Return2.581.83
R-squared (against Standard Index)82.7572.94
Standard Deviation37.1328.61
Sharpe Ratio0.830.84
Treynor Ratio10.4912.05
10 Years
Alpha (against Standard Index)N/A-3.19
Beta (against Standard Index)N/A1.73
Mean Annual ReturnN/A0.94
R-squared (against Standard Index)N/A75.28
Standard DeviationN/A30.30
Sharpe RatioN/A0.34
Treynor RatioN/A3.28