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    Rydex Inverse Emerging Mkts 2X Strat C (RYWZX)

    16.85 Up 0.06(0.36%) Mar 5

    Risk as of Feb 27, 2015Get 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
    Alpha (against Standard Index)39.2821.29
    Beta (against Standard Index)-2.32-2.16
    Mean Annual Return-0.02-1.20
    R-squared (against Standard Index)41.2266.71
    Standard Deviation34.3826.59
    Sharpe Ratio-0.01-0.77
    Treynor Ratio2.437.97
    5 Years
    Alpha (against Standard Index)N/A-6.18
    Beta (against Standard Index)N/A-1.70
    Mean Annual ReturnN/A-2.68
    R-squared (against Standard Index)N/A92.58
    Standard DeviationN/A22.88
    Sharpe RatioN/A-1.41
    Treynor RatioN/A17.53
    10 Years
    Alpha (against Standard Index)N/A-9.15
    Beta (against Standard Index)N/A-1.65
    Mean Annual ReturnN/A-1.60
    R-squared (against Standard Index)N/A88.85
    Standard DeviationN/A25.86
    Sharpe RatioN/A-0.80
    Treynor RatioN/A13.18