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    Rydex Russell 2000 2x Strategy A (RYRUX)

    315.27 Down 0.75(0.24%) Jan 23

    Risk as of Dec 30, 2014Get 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
    StatisticRYRUXCategory
    Alpha (against Standard Index)-12.17-10.69
    Beta (against Standard Index)2.421.82
    Mean Annual Return2.842.00
    R-squared (against Standard Index)67.7361.31
    Standard Deviation26.7922.98
    Sharpe Ratio1.271.21
    Treynor Ratio14.5314.51
    5 Years
    StatisticRYRUXCategory
    Alpha (against Standard Index)-11.08-8.66
    Beta (against Standard Index)2.591.80
    Mean Annual Return2.371.57
    R-squared (against Standard Index)84.4872.96
    Standard Deviation36.6528.29
    Sharpe Ratio0.770.74
    Treynor Ratio9.299.99
    10 Years
    StatisticRYRUXCategory
    Alpha (against Standard Index)N/A-3.42
    Beta (against Standard Index)N/A1.72
    Mean Annual ReturnN/A0.85
    R-squared (against Standard Index)N/A75.09
    Standard DeviationN/A30.22
    Sharpe RatioN/A0.31
    Treynor RatioN/A2.64