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Rydex Technology Adv (RYTAX)
On
Dec 29
:
11.18
0.02
(0.18%)
MORE ON RYTAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
11.55%
Worst 1 Yr Total Return
(2008)
:
-45.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYTAX
Category
Alpha (against Standard Index)
3.19
6.38
Beta (against Standard Index)
1.15
1.13
Mean Annual Return
-4.71
0.14
R-squared (against Standard Index)
85
78.37
Standard Deviation
24.72
25.34
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-6.07
N/A
5 Years
Statistic
RYTAX
Category
Alpha (against Standard Index)
-0.03
3.18
Beta (against Standard Index)
1.19
1.18
Mean Annual Return
-0.49
0.42
R-squared (against Standard Index)
81
73.49
Standard Deviation
21.23
22.16
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.92
N/A
10 Years
Statistic
RYTAX
Category
Alpha (against Standard Index)
-1.94
0.36
Beta (against Standard Index)
1.66
1.54
Mean Annual Return
-7.45
0.00
R-squared (against Standard Index)
71
58.28
Standard Deviation
31.89
32.85
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-6.25
N/A
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