Dow Down1.29% Nasdaq Down3.25%

Rydex Russell 2000 2x Strategy H (RYRSX)

192.75 Down 11.82(5.78%) Feb 5

Risk as of Jan 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up5
Number of Years Down4
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)-13.59N/A
Beta (against Standard Index)2.20N/A
Mean Annual Return0.94N/A
R-squared (against Standard Index)64.91N/A
Standard Deviation29.89N/A
Sharpe Ratio0.38N/A
Treynor Ratio3.21N/A
5 Years
StatisticRYRSXCategory
Alpha (against Standard Index)-14.64N/A
Beta (against Standard Index)2.48N/A
Mean Annual Return1.06N/A
R-squared (against Standard Index)78.39N/A
Standard Deviation33.52N/A
Sharpe Ratio0.38N/A
Treynor Ratio2.98N/A
10 Years
StatisticRYRSXCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual ReturnN/AN/A
R-squared (against Standard Index)N/AN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioN/AN/A