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Rydex Russell 2000 2x Strategy A (RYRUX)

271.32 Down 7.97(2.85%) Oct 22

Risk as of Sep 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):84.61%
Worst 1 Yr Total Return(Dec 30, 2008):-66.27%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticRYRUXCategory
Alpha (against Standard Index)-18.79-10.76
Beta (against Standard Index)2.621.83
Mean Annual Return3.102.36
R-squared (against Standard Index)80.3366.53
Standard Deviation30.9125.19
Sharpe Ratio1.201.27
Treynor Ratio14.5518.36
5 Years
StatisticRYRUXCategory
Alpha (against Standard Index)-13.84-8.09
Beta (against Standard Index)2.591.81
Mean Annual Return2.191.66
R-squared (against Standard Index)83.0273.23
Standard Deviation37.5728.81
Sharpe Ratio0.700.76
Treynor Ratio8.1310.46
10 Years
StatisticRYRUXCategory
Alpha (against Standard Index)N/A-3.09
Beta (against Standard Index)N/A1.73
Mean Annual ReturnN/A0.93
R-squared (against Standard Index)N/A75.29
Standard DeviationN/A30.26
Sharpe RatioN/A0.34
Treynor RatioN/A3.23