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    Rydex Inverse Emerging Mkts 2X Strat C (RYWZX)

    15.57 Up 0.17(1.10%) Jan 23

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:
    Number of Years Up1
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2011):14.37%
    Worst 1 Yr Total Return(Dec 30, 2012):-25.64%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticRYWZXCategory
    Alpha (against Standard Index)44.7023.90
    Beta (against Standard Index)-2.69-2.32
    Mean Annual Return-0.55-1.68
    R-squared (against Standard Index)46.1268.90
    Standard Deviation36.1027.25
    Sharpe Ratio-0.18-1.02
    Treynor Ratio4.4710.10
    5 Years
    StatisticRYWZXCategory
    Alpha (against Standard Index)N/A-6.58
    Beta (against Standard Index)N/A-1.69
    Mean Annual ReturnN/A-2.69
    R-squared (against Standard Index)N/A92.72
    Standard DeviationN/A22.84
    Sharpe RatioN/A-1.42
    Treynor RatioN/A17.64
    10 Years
    StatisticRYWZXCategory
    Alpha (against Standard Index)N/A-9.23
    Beta (against Standard Index)N/A-1.65
    Mean Annual ReturnN/A-1.61
    R-squared (against Standard Index)N/A88.86
    Standard DeviationN/A25.83
    Sharpe RatioN/A-0.81
    Treynor RatioN/A13.26