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    Rydex Russell 2000 2x Strategy A (RYRUX)

    349.40 Down 2.50(0.71%) Mar 31

    Risk as of Feb 27, 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)-11.13-8.90
    Beta (against Standard Index)2.391.71
    Mean Annual Return2.471.70
    R-squared (against Standard Index)70.3661.24
    Standard Deviation27.0522.88
    Sharpe Ratio1.091.04
    Treynor Ratio12.3012.29
    5 Years
    Alpha (against Standard Index)-11.82-7.51
    Beta (against Standard Index)2.581.78
    Mean Annual Return2.441.73
    R-squared (against Standard Index)84.6072.43
    Standard Deviation36.7528.24
    Sharpe Ratio0.790.81
    Treynor Ratio9.6911.41
    10 Years
    Alpha (against Standard Index)N/A-3.04
    Beta (against Standard Index)N/A1.72
    Mean Annual ReturnN/A0.92
    R-squared (against Standard Index)N/A75.15
    Standard DeviationN/A30.27
    Sharpe RatioN/A0.34
    Treynor RatioN/A3.24