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

    392.82 Up 3.80(0.98%) Feb 26

    Risk as of Jan 30, 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
    StatisticRYVLXCategory
    Alpha (against Standard Index)0.35-8.94
    Beta (against Standard Index)2.151.71
    Mean Annual Return3.001.62
    R-squared (against Standard Index)75.3460.34
    Standard Deviation23.0322.57
    Sharpe Ratio1.561.01
    Treynor Ratio18.1511.30
    5 Years
    StatisticRYVLXCategory
    Alpha (against Standard Index)3.65-7.38
    Beta (against Standard Index)2.141.78
    Mean Annual Return3.051.67
    R-squared (against Standard Index)84.2172.22
    Standard Deviation30.2328.06
    Sharpe Ratio1.210.79
    Treynor Ratio17.4110.91
    10 Years
    StatisticRYVLXCategory
    Alpha (against Standard Index)3.21-2.96
    Beta (against Standard Index)2.241.72
    Mean Annual Return1.690.87
    R-squared (against Standard Index)81.9774.94
    Standard Deviation36.4130.19
    Sharpe Ratio0.520.32
    Treynor Ratio5.742.92