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    Rydex Dynamic NASDAQ-100 2X Strategy A (RYVLX)

    344.57 Up 6.70(1.98%) Jan 29

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up7
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):118.55%
    Worst 1 Yr Total Return(Dec 30, 2008):-72.76%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticRYVLXCategory
    Alpha (against Standard Index)-0.20-10.69
    Beta (against Standard Index)2.271.82
    Mean Annual Return3.602.00
    R-squared (against Standard Index)74.3961.31
    Standard Deviation24.0022.98
    Sharpe Ratio1.801.21
    Treynor Ratio21.4514.51
    5 Years
    StatisticRYVLXCategory
    Alpha (against Standard Index)1.58-8.66
    Beta (against Standard Index)2.181.80
    Mean Annual Return2.901.57
    R-squared (against Standard Index)84.3272.96
    Standard Deviation30.8928.29
    Sharpe Ratio1.130.74
    Treynor Ratio15.929.99
    10 Years
    StatisticRYVLXCategory
    Alpha (against Standard Index)2.19-3.42
    Beta (against Standard Index)2.261.72
    Mean Annual Return1.630.85
    R-squared (against Standard Index)81.8575.09
    Standard Deviation36.6430.22
    Sharpe Ratio0.490.31
    Treynor Ratio5.242.64