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    Rydex Russell 2000 2x Strategy A (RYRUX)

    338.75 Down 3.20(0.94%) Feb 27

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up5
    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
    Alpha (against Standard Index)-11.81-8.94
    Beta (against Standard Index)2.341.71
    Mean Annual Return2.261.62
    R-squared (against Standard Index)67.8760.34
    Standard Deviation26.4922.57
    Sharpe Ratio1.021.01
    Treynor Ratio11.2411.30
    5 Years
    Alpha (against Standard Index)-11.32-7.38
    Beta (against Standard Index)2.601.78
    Mean Annual Return2.381.67
    R-squared (against Standard Index)84.5072.22
    Standard Deviation36.6128.06
    Sharpe Ratio0.780.79
    Treynor Ratio9.3510.91
    10 Years
    Alpha (against Standard Index)N/A-2.96
    Beta (against Standard Index)N/A1.72
    Mean Annual ReturnN/A0.87
    R-squared (against Standard Index)N/A74.94
    Standard DeviationN/A30.19
    Sharpe RatioN/A0.32
    Treynor RatioN/A2.92