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    Rydex Russell 2000 2x Strategy C (RYRLX)

    288.90 Up 16.90(6.21%) Dec 17

    Risk as of Nov 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)-16.67-10.59
    Beta (against Standard Index)2.481.81
    Mean Annual Return2.642.06
    R-squared (against Standard Index)70.0461.17
    Standard Deviation26.7822.79
    Sharpe Ratio1.181.26
    Treynor Ratio12.9515.47
    5 Years
    StatisticRYRLXCategory
    Alpha (against Standard Index)-11.09-7.73
    Beta (against Standard Index)2.611.80
    Mean Annual Return2.491.72
    R-squared (against Standard Index)83.4872.61
    Standard Deviation37.1228.34
    Sharpe Ratio0.800.80
    Treynor Ratio9.8211.11
    10 Years
    StatisticRYRLXCategory
    Alpha (against Standard Index)N/A-3.35
    Beta (against Standard Index)N/A1.72
    Mean Annual ReturnN/A0.90
    R-squared (against Standard Index)N/A75.19
    Standard DeviationN/A30.24
    Sharpe RatioN/A0.33
    Treynor RatioN/A3.07