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Rydex Inverse S&P 500 2x Strategy H (RYTPX)

6.32 Down 0.09(1.40%) Jun 18


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up3
Number of Years Down9
Best 1 Yr Total Return(Dec 30, 2008):66.14%
Worst 1 Yr Total Return(Dec 30, 2009):-50.55%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticRYTPXCategory
Alpha (against Standard Index)-7.49-2.59
Beta (against Standard Index)-1.84-1.49
Mean Annual Return-2.73-1.84
R-squared (against Standard Index)98.6987.84
Standard Deviation28.2224.31
Sharpe Ratio-1.16-1.07
Treynor Ratio16.924.66
5 Years
StatisticRYTPXCategory
Alpha (against Standard Index)-12.83-11.03
Beta (against Standard Index)-1.79-1.42
Mean Annual Return-1.99-1.68
R-squared (against Standard Index)96.7883.81
Standard Deviation34.3629.98
Sharpe Ratio-0.70-0.66
Treynor Ratio14.679.19
10 Years
StatisticRYTPXCategory
Alpha (against Standard Index)-9.01-6.70
Beta (against Standard Index)-1.81-1.34
Mean Annual Return-1.72-1.20
R-squared (against Standard Index)97.0886.46
Standard Deviation27.3121.31
Sharpe Ratio-0.82-0.74
Treynor Ratio12.9612.35