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Rydex S&P 500 2x Strategy H (RYTNX)

On Dec 3: 21.46   0.36 (1.65%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 23.84% Worst 1 Yr Total Return (2008): -68.12% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RYTNX Category Alpha (against Standard Index) -6.35 0.38 Beta (against Standard Index) 2.02 1.00 Mean Annual Return -24.65 -0.41 R-squared (against Standard Index) 99 95.50 Standard Deviation 39.68 20.09 Sharpe Ratio -0.55 N/A Treynor Ratio -13.38 N/A 5 Years Statistic RYTNX Category Alpha (against Standard Index) -4.87 0.26 Beta (against Standard Index) 2.03 1.01 Mean Annual Return -9.83 0.16 R-squared (against Standard Index) 99 94.84 Standard Deviation 32.40 16.47 Sharpe Ratio -0.24 N/A Treynor Ratio -6.34 N/A 10 Years Statistic RYTNX Category Alpha (against Standard Index) N/A 0.84 Beta (against Standard Index) N/A 0.97 Mean Annual Return N/A 0.11 R-squared (against Standard Index) N/A 91.16 Standard Deviation N/A 16.35 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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