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    Rydex Inverse Emerging Mkts 2X Strat C (RYWZX)

    17.41 Down 0.24(1.36%) Dec 19

    Risk as of Nov 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
    Alpha (against Standard Index)40.9521.99
    Beta (against Standard Index)-2.62-2.28
    Mean Annual Return-0.83-1.87
    R-squared (against Standard Index)45.6968.54
    Standard Deviation35.0126.70
    Sharpe Ratio-0.29-1.10
    Treynor Ratio5.6210.83
    5 Years
    Alpha (against Standard Index)N/A-6.13
    Beta (against Standard Index)N/A-1.69
    Mean Annual ReturnN/A-2.71
    R-squared (against Standard Index)N/A92.66
    Standard DeviationN/A22.83
    Sharpe RatioN/A-1.43
    Treynor RatioN/A17.76
    10 Years
    Alpha (against Standard Index)N/A-9.24
    Beta (against Standard Index)N/A-1.65
    Mean Annual ReturnN/A-1.66
    R-squared (against Standard Index)N/A88.90
    Standard DeviationN/A25.87
    Sharpe RatioN/A-0.83
    Treynor RatioN/A13.55