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

345.12 Up 2.70(0.79%) Aug 29

Risk as of Jul 30, 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
StatisticRYVLXCategory
Alpha (against Standard Index)1.07-11.64
Beta (against Standard Index)2.061.87
Mean Annual Return2.901.58
R-squared (against Standard Index)79.2671.46
Standard Deviation28.2128.01
Sharpe Ratio1.230.79
Treynor Ratio17.3210.98
5 Years
StatisticRYVLXCategory
Alpha (against Standard Index)1.76-7.48
Beta (against Standard Index)2.171.81
Mean Annual Return3.121.85
R-squared (against Standard Index)83.6472.73
Standard Deviation31.2928.80
Sharpe Ratio1.190.84
Treynor Ratio17.5111.83
10 Years
StatisticRYVLXCategory
Alpha (against Standard Index)2.71-2.91
Beta (against Standard Index)2.261.70
Mean Annual Return1.720.91
R-squared (against Standard Index)81.4173.70
Standard Deviation36.7130.10
Sharpe Ratio0.520.33
Treynor Ratio5.743.20