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Rydex Inverse Emerging Mkts 2X Strat H (RYWYX)

14.74 Up 0.77(5.51%) Sep 29

Risk as of Aug 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)37.7318.74
Beta (against Standard Index)-2.68-2.24
Mean Annual Return-1.20-2.07
R-squared (against Standard Index)60.9776.46
Standard Deviation39.8330.83
Sharpe Ratio-0.36-0.99
Treynor Ratio7.4412.54
5 Years
Alpha (against Standard Index)N/A-6.57
Beta (against Standard Index)N/A-1.69
Mean Annual ReturnN/A-2.86
R-squared (against Standard Index)N/A92.12
Standard DeviationN/A23.24
Sharpe RatioN/A-1.48
Treynor RatioN/A18.58
10 Years
Alpha (against Standard Index)N/A-8.59
Beta (against Standard Index)N/A-1.65
Mean Annual ReturnN/A-1.63
R-squared (against Standard Index)N/A88.56
Standard DeviationN/A25.94
Sharpe RatioN/A-0.82
Treynor RatioN/A13.44