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

284.13 Down 1.87(0.65%) Feb 9

Risk as of Jan 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up8
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)4.99N/A
Beta (against Standard Index)2.35N/A
Mean Annual Return2.63N/A
R-squared (against Standard Index)88.37N/A
Standard Deviation27.31N/A
Sharpe Ratio1.15N/A
Treynor Ratio13.55N/A
5 Years
StatisticRYVLXCategory
Alpha (against Standard Index)2.13N/A
Beta (against Standard Index)2.19N/A
Mean Annual Return2.20N/A
R-squared (against Standard Index)83.94N/A
Standard Deviation28.62N/A
Sharpe Ratio0.92N/A
Treynor Ratio11.33N/A
10 Years
StatisticRYVLXCategory
Alpha (against Standard Index)3.72N/A
Beta (against Standard Index)2.24N/A
Mean Annual Return1.59N/A
R-squared (against Standard Index)84.36N/A
Standard Deviation37.06N/A
Sharpe Ratio0.48N/A
Treynor Ratio5.13N/A