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Rydex Inverse S&P 500 Strategy Adv (RYUAX)

On Dec 23: 33.98   0.08 (0.23%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Number of Years Up: 2 Number of Years Down: 3 Best 1 Yr Total Return (2008): 40.21% Worst 1 Yr Total Return (2004): -10.25% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RYUAX Category Alpha (against Standard Index) -12.66 -19.78 Beta (against Standard Index) 10.25 9.53 Mean Annual Return 1.22 -0.42 R-squared (against Standard Index) 7 5.30 Standard Deviation 19.06 29.78 Sharpe Ratio 0.04 N/A Treynor Ratio -0.10 N/A 5 Years Statistic RYUAX Category Alpha (against Standard Index) -10.32 -14.37 Beta (against Standard Index) 9.35 9.21 Mean Annual Return -1.53 -0.38 R-squared (against Standard Index) 7 5.17 Standard Deviation 15.37 23.56 Sharpe Ratio -0.22 N/A Treynor Ratio -0.48 N/A 10 Years Statistic RYUAX Category Alpha (against Standard Index) -5.42 -5.00 Beta (against Standard Index) 6.79 6.06 Mean Annual Return 0.17 0.12 R-squared (against Standard Index) 2 1.74 Standard Deviation 16.02 25.75 Sharpe Ratio -0.09 N/A Treynor Ratio -0.41 N/A
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