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

    343.64 Up 12.15(3.67%) Dec 17

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up6
    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
    Alpha (against Standard Index)0.30-10.59
    Beta (against Standard Index)2.251.81
    Mean Annual Return3.692.06
    R-squared (against Standard Index)73.7961.17
    Standard Deviation23.6922.79
    Sharpe Ratio1.861.26
    Treynor Ratio22.3715.47
    5 Years
    Alpha (against Standard Index)3.79-7.73
    Beta (against Standard Index)2.181.80
    Mean Annual Return3.161.72
    R-squared (against Standard Index)83.9672.61
    Standard Deviation30.8628.34
    Sharpe Ratio1.230.80
    Treynor Ratio17.8511.11
    10 Years
    Alpha (against Standard Index)2.51-3.35
    Beta (against Standard Index)2.251.72
    Mean Annual Return1.720.90
    R-squared (against Standard Index)81.9575.19
    Standard Deviation36.6030.24
    Sharpe Ratio0.520.33
    Treynor Ratio5.793.07