Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 8, 2009, 5:47PM ET - U.S. Markets Closed.
Dow
1.00%
Nasdaq
0.76%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Rydex Electronics Adv (RYSAX)
On
Dec 8
:
46.45
0.22
(0.47%)
MORE ON RYSAX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2006)
:
5.79%
Worst 1 Yr Total Return
(2008)
:
-50.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYSAX
Category
Alpha (against Standard Index)
-1.41
7.86
Beta (against Standard Index)
1.24
1.14
Mean Annual Return
-12.12
0.12
R-squared (against Standard Index)
69
78.24
Standard Deviation
29.05
25.36
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-11.69
N/A
5 Years
Statistic
RYSAX
Category
Alpha (against Standard Index)
-2.10
3.75
Beta (against Standard Index)
1.37
1.19
Mean Annual Return
-4.53
0.43
R-squared (against Standard Index)
64
73.64
Standard Deviation
27.00
22.22
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.52
N/A
10 Years
Statistic
RYSAX
Category
Alpha (against Standard Index)
1.03
2.22
Beta (against Standard Index)
1.89
1.56
Mean Annual Return
-8.94
0.10
R-squared (against Standard Index)
56
57.55
Standard Deviation
40.72
33.23
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-6.30
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center