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 Dow Up0.89% Nasdaq Up1.26%

Rydex Russell 2000 2x Strategy C (RYRLX)

200.22 Up 6.50(3.36%) May 2


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up3
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2010):47.82%
Worst 1 Yr Total Return(Dec 30, 2008):-66.58%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticRYRLXCategory
Alpha (against Standard Index)-9.61-1.92
Beta (against Standard Index)2.621.26
Mean Annual Return2.201.21
R-squared (against Standard Index)90.8889.03
Standard Deviation41.7119.99
Sharpe Ratio0.630.73
Treynor Ratio7.4510.64
5 Years
StatisticRYRLXCategory
Alpha (against Standard Index)-2.981.50
Beta (against Standard Index)2.441.21
Mean Annual Return1.060.88
R-squared (against Standard Index)89.3287.93
Standard Deviation48.7124.53
Sharpe Ratio0.260.42
Treynor Ratio-0.026.26
10 Years
StatisticRYRLXCategory
Alpha (against Standard Index)N/A1.66
Beta (against Standard Index)N/A1.21
Mean Annual ReturnN/A1.05
R-squared (against Standard Index)N/A83.47
Standard DeviationN/A19.66
Sharpe RatioN/A0.56
Treynor RatioN/A7.92