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

383.92 Up 5.27(1.39%) Nov 26

Risk as of Oct 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)-3.03-10.66
Beta (against Standard Index)2.281.82
Mean Annual Return3.271.93
R-squared (against Standard Index)73.5462.00
Standard Deviation24.1122.88
Sharpe Ratio1.621.18
Treynor Ratio18.9114.22
5 Years
StatisticRYVLXCategory
Alpha (against Standard Index)3.16-7.49
Beta (against Standard Index)2.171.80
Mean Annual Return3.221.83
R-squared (against Standard Index)84.2872.94
Standard Deviation31.0228.61
Sharpe Ratio1.240.84
Treynor Ratio18.3112.05
10 Years
StatisticRYVLXCategory
Alpha (against Standard Index)2.46-3.19
Beta (against Standard Index)2.251.73
Mean Annual Return1.740.94
R-squared (against Standard Index)82.0275.28
Standard Deviation36.6630.30
Sharpe Ratio0.530.34
Treynor Ratio5.893.28