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Rydex Russell 2000 2x Strategy H (RYRSX)

304.36 Up 1.31(0.43%) Aug 21

Risk as of Jul 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):84.52%
Worst 1 Yr Total Return(Dec 30, 2008):-66.35%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticRYRSXCategory
Alpha (against Standard Index)-20.11-11.64
Beta (against Standard Index)2.681.87
Mean Annual Return1.981.58
R-squared (against Standard Index)85.7071.46
Standard Deviation35.3828.01
Sharpe Ratio0.670.79
Treynor Ratio7.1210.98
5 Years
StatisticRYRSXCategory
Alpha (against Standard Index)-12.19-7.48
Beta (against Standard Index)2.571.81
Mean Annual Return2.491.85
R-squared (against Standard Index)83.1472.73
Standard Deviation37.0728.80
Sharpe Ratio0.800.84
Treynor Ratio10.0311.83
10 Years
StatisticRYRSXCategory
Alpha (against Standard Index)N/A-2.91
Beta (against Standard Index)N/A1.70
Mean Annual ReturnN/A0.91
R-squared (against Standard Index)N/A73.70
Standard DeviationN/A30.10
Sharpe RatioN/A0.33
Treynor RatioN/A3.20