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 Dow Up0.89% Nasdaq Up1.26%

Rydex Russell 2000 2x Strategy A (RYRUX)

210.89 Up 6.86(3.36%) May 2


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up3
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2010):48.89%
Worst 1 Yr Total Return(Dec 30, 2008):-66.27%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticRYRUXCategory
Alpha (against Standard Index)-8.93-1.92
Beta (against Standard Index)2.621.26
Mean Annual Return2.261.21
R-squared (against Standard Index)90.8689.03
Standard Deviation41.7219.99
Sharpe Ratio0.650.73
Treynor Ratio7.7610.64
5 Years
StatisticRYRUXCategory
Alpha (against Standard Index)-2.231.50
Beta (against Standard Index)2.441.21
Mean Annual Return1.120.88
R-squared (against Standard Index)89.2487.93
Standard Deviation48.7424.53
Sharpe Ratio0.270.42
Treynor Ratio0.296.26
10 Years
StatisticRYRUXCategory
Alpha (against Standard Index)N/A1.66
Beta (against Standard Index)N/A1.21
Mean Annual ReturnN/A1.05
R-squared (against Standard Index)N/A83.47
Standard DeviationN/A19.66
Sharpe RatioN/A0.56
Treynor RatioN/A7.92