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Rydex Inverse Emerging Mkts 2X Strat C (RYWZX)

14.34 Down 1.21(7.78%) Nov 21

Risk as of Oct 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)38.2219.49
Beta (against Standard Index)-2.62-2.26
Mean Annual Return-0.86-1.86
R-squared (against Standard Index)46.3867.56
Standard Deviation34.9926.66
Sharpe Ratio-0.30-1.09
Treynor Ratio5.7110.98
5 Years
Alpha (against Standard Index)N/A-6.31
Beta (against Standard Index)N/A-1.71
Mean Annual ReturnN/A-2.84
R-squared (against Standard Index)N/A92.71
Standard DeviationN/A23.27
Sharpe RatioN/A-1.47
Treynor RatioN/A18.30
10 Years
Alpha (against Standard Index)N/A-9.31
Beta (against Standard Index)N/A-1.65
Mean Annual ReturnN/A-1.68
R-squared (against Standard Index)N/A88.93
Standard DeviationN/A25.92
Sharpe RatioN/A-0.84
Treynor RatioN/A13.68