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

308.24 Up 8.61(2.87%) Oct 20

Risk as of Sep 29, 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)-1.95-10.76
Beta (against Standard Index)2.181.83
Mean Annual Return3.722.36
R-squared (against Standard Index)77.1666.53
Standard Deviation26.2125.19
Sharpe Ratio1.701.27
Treynor Ratio23.0018.36
5 Years
StatisticRYVLXCategory
Alpha (against Standard Index)2.62-8.09
Beta (against Standard Index)2.181.81
Mean Annual Return3.031.66
R-squared (against Standard Index)84.4473.23
Standard Deviation31.3128.81
Sharpe Ratio1.160.76
Treynor Ratio16.7810.46
10 Years
StatisticRYVLXCategory
Alpha (against Standard Index)3.18-3.09
Beta (against Standard Index)2.261.73
Mean Annual Return1.780.93
R-squared (against Standard Index)81.7975.29
Standard Deviation36.7430.26
Sharpe Ratio0.540.34
Treynor Ratio6.123.23