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 Dow Down0.72% Nasdaq Down0.50%

Rydex Russell 2000 2x Strategy H (RYRSX)

296.59 Down 6.13(2.02%) Jul 25

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):84.52%
Worst 1 Yr Total Return(Dec 30, 2008):-66.35%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-17.36-11.71
Beta (against Standard Index)2.641.87
Mean Annual Return2.111.54
R-squared (against Standard Index)86.6371.90
Standard Deviation34.8428.00
Sharpe Ratio0.720.77
Treynor Ratio8.0110.71
5 Years
Alpha (against Standard Index)-10.18-7.58
Beta (against Standard Index)2.541.81
Mean Annual Return3.012.12
R-squared (against Standard Index)84.1073.49
Standard Deviation37.1429.21
Sharpe Ratio0.970.94
Treynor Ratio13.2013.99
10 Years
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