Finance Home - My Yahoo - Yahoo! - Help

Tuesday, December 22, 2009, 8:48PM ET - U.S. Markets Closed. Dow  0.49% Nasdaq  0.67%

Rydex Inverse S&P 500 Strategy Inv (RYURX)

On Dec 22: 36.49   0.14 (0.38%)

MORE ON RYURX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

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): 40.94% Worst 1 Yr Total Return (2004): -9.82% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RYURX Category Alpha (against Standard Index) -12.13 -19.78 Beta (against Standard Index) 10.25 9.53 Mean Annual Return 1.76 -0.42 R-squared (against Standard Index) 7 5.30 Standard Deviation 19.06 29.78 Sharpe Ratio 0.07 N/A Treynor Ratio -0.05 N/A 5 Years Statistic RYURX Category Alpha (against Standard Index) -9.81 -14.37 Beta (against Standard Index) 9.36 9.21 Mean Annual Return -1.01 -0.38 R-squared (against Standard Index) 7 5.17 Standard Deviation 15.36 23.56 Sharpe Ratio -0.18 N/A Treynor Ratio -0.43 N/A 10 Years Statistic RYURX Category Alpha (against Standard Index) -4.90 -5.00 Beta (against Standard Index) 6.81 6.06 Mean Annual Return 0.70 0.12 R-squared (against Standard Index) 2 1.74 Standard Deviation 16.01 25.75 Sharpe Ratio -0.06 N/A Treynor Ratio -0.33 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center