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Rydex Inverse Emerging Mkts 2X Strat C (RYWZX)

13.15 Up 0.16(1.23%) Aug 28

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):14.37%
Worst 1 Yr Total Return(Dec 30, 2012):-25.64%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)34.0015.08
Beta (against Standard Index)-2.50-2.11
Mean Annual Return-0.57-1.61
R-squared (against Standard Index)59.8274.81
Standard Deviation39.4630.81
Sharpe Ratio-0.17-0.81
Treynor Ratio5.3411.28
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