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Rydex Russell 2000 2x Strategy A (RYRUX)

274.48 Down 8.29(2.93%) Sep 30

Risk as of Aug 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):84.61%
Worst 1 Yr Total Return(Dec 30, 2008):-66.27%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-17.34-11.16
Beta (against Standard Index)2.621.86
Mean Annual Return2.822.09
R-squared (against Standard Index)84.2069.75
Standard Deviation33.1526.92
Sharpe Ratio1.021.05
Treynor Ratio12.3915.33
5 Years
Alpha (against Standard Index)-11.59-7.26
Beta (against Standard Index)2.581.81
Mean Annual Return2.581.89
R-squared (against Standard Index)83.4073.18
Standard Deviation37.2028.77
Sharpe Ratio0.830.85
Treynor Ratio10.4412.08
10 Years
Alpha (against Standard Index)N/A-2.94
Beta (against Standard Index)N/A1.70
Mean Annual ReturnN/A0.96
R-squared (against Standard Index)N/A73.84
Standard DeviationN/A30.12
Sharpe RatioN/A0.35
Treynor RatioN/A3.56