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

342.11 Up 6.12(1.82%) Sep 16

Risk as of Aug 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)1.88-11.16
Beta (against Standard Index)2.061.86
Mean Annual Return3.502.09
R-squared (against Standard Index)77.4569.75
Standard Deviation27.1426.92
Sharpe Ratio1.551.05
Treynor Ratio22.3615.33
5 Years
StatisticRYVLXCategory
Alpha (against Standard Index)2.83-7.26
Beta (against Standard Index)2.191.81
Mean Annual Return3.251.89
R-squared (against Standard Index)84.4173.18
Standard Deviation31.4528.77
Sharpe Ratio1.240.85
Treynor Ratio18.2912.08
10 Years
StatisticRYVLXCategory
Alpha (against Standard Index)3.40-2.94
Beta (against Standard Index)2.261.70
Mean Annual Return1.850.96
R-squared (against Standard Index)81.7173.84
Standard Deviation36.7530.12
Sharpe Ratio0.560.35
Treynor Ratio6.503.56