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Rydex Inverse Emerging Mkts 2X Strat C (RYWZX)

15.13 Down 0.38(2.45%) Oct 30

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up1
Number of Years Down2
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)38.4519.42
Beta (against Standard Index)-2.61-2.23
Mean Annual Return-1.44-2.35
R-squared (against Standard Index)53.7572.31
Standard Deviation37.6729.09
Sharpe Ratio-0.46-1.19
Treynor Ratio8.3013.45
5 Years
StatisticRYWZXCategory
Alpha (against Standard Index)N/A-7.25
Beta (against Standard Index)N/A-1.69
Mean Annual ReturnN/A-2.77
R-squared (against Standard Index)N/A92.13
Standard DeviationN/A23.26
Sharpe RatioN/A-1.43
Treynor RatioN/A18.15
10 Years
StatisticRYWZXCategory
Alpha (against Standard Index)N/A-8.94
Beta (against Standard Index)N/A-1.65
Mean Annual ReturnN/A-1.63
R-squared (against Standard Index)N/A88.74
Standard DeviationN/A25.91
Sharpe RatioN/A-0.82
Treynor RatioN/A13.42