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

    365.64 Down 3.88(1.05%) Apr 1

    Risk as of Feb 27, 2015Get 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
    Alpha (against Standard Index)-0.08-8.90
    Beta (against Standard Index)2.141.71
    Mean Annual Return3.051.70
    R-squared (against Standard Index)76.4561.24
    Standard Deviation23.3022.88
    Sharpe Ratio1.571.04
    Treynor Ratio18.4912.29
    5 Years
    Alpha (against Standard Index)3.55-7.51
    Beta (against Standard Index)2.151.78
    Mean Annual Return3.141.73
    R-squared (against Standard Index)84.5572.43
    Standard Deviation30.5628.24
    Sharpe Ratio1.230.81
    Treynor Ratio18.0211.41
    10 Years
    Alpha (against Standard Index)3.93-3.04
    Beta (against Standard Index)2.251.72
    Mean Annual Return1.830.92
    R-squared (against Standard Index)82.4675.15
    Standard Deviation36.6330.27
    Sharpe Ratio0.560.34
    Treynor Ratio6.513.24