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    Rydex Russell 2000 2x Strategy C (RYRLX)

    297.70 Down 3.01(1.00%) Jan 27

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up5
    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)-12.87-10.69
    Beta (against Standard Index)2.421.82
    Mean Annual Return2.782.00
    R-squared (against Standard Index)67.7261.31
    Standard Deviation26.7822.98
    Sharpe Ratio1.241.21
    Treynor Ratio14.1414.51
    5 Years
    StatisticRYRLXCategory
    Alpha (against Standard Index)-11.78-8.66
    Beta (against Standard Index)2.591.80
    Mean Annual Return2.311.57
    R-squared (against Standard Index)84.5072.96
    Standard Deviation36.6428.29
    Sharpe Ratio0.750.74
    Treynor Ratio8.969.99
    10 Years
    StatisticRYRLXCategory
    Alpha (against Standard Index)N/A-3.42
    Beta (against Standard Index)N/A1.72
    Mean Annual ReturnN/A0.85
    R-squared (against Standard Index)N/A75.09
    Standard DeviationN/A30.22
    Sharpe RatioN/A0.31
    Treynor RatioN/A2.64