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Rydex Inverse Emerging Mkts 2X Strat H (RYWYX)

13.21 Up 0.10(0.76%) Aug 22

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up1
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2011):11.66%
Worst 1 Yr Total Return(Dec 30, 2012):-27.30%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)34.1515.08
Beta (against Standard Index)-2.52-2.11
Mean Annual Return-0.58-1.61
R-squared (against Standard Index)60.0474.81
Standard Deviation39.6630.81
Sharpe Ratio-0.18-0.81
Treynor Ratio5.3811.28
5 Years
Alpha (against Standard Index)N/A-6.82
Beta (against Standard Index)N/A-1.70
Mean Annual ReturnN/A-2.88
R-squared (against Standard Index)N/A92.07
Standard DeviationN/A23.28
Sharpe RatioN/A-1.49
Treynor RatioN/A18.62
10 Years
Alpha (against Standard Index)N/A-8.63
Beta (against Standard Index)N/A-1.65
Mean Annual ReturnN/A-1.59
R-squared (against Standard Index)N/A88.51
Standard DeviationN/A25.88
Sharpe RatioN/A-0.80
Treynor RatioN/A13.15