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Rydex Electronics Inv (RYSIX)
On
Dec 3
:
48.26
0.54
(1.13%)
MORE ON RYSIX
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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)
:
6.42%
Worst 1 Yr Total Return
(2008)
:
-49.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYSIX
Category
Alpha (against Standard Index)
-0.95
7.86
Beta (against Standard Index)
1.24
1.14
Mean Annual Return
-11.72
0.12
R-squared (against Standard Index)
69
78.24
Standard Deviation
29.06
25.36
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-11.36
N/A
5 Years
Statistic
RYSIX
Category
Alpha (against Standard Index)
-1.58
3.75
Beta (against Standard Index)
1.37
1.19
Mean Annual Return
-4.04
0.43
R-squared (against Standard Index)
64
73.64
Standard Deviation
27.05
22.22
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-5.16
N/A
10 Years
Statistic
RYSIX
Category
Alpha (against Standard Index)
1.53
2.22
Beta (against Standard Index)
1.89
1.56
Mean Annual Return
-8.49
0.10
R-squared (against Standard Index)
56
57.55
Standard Deviation
40.75
33.23
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-6.06
N/A
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