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    Rydex Inverse Emerging Mkts 2X Strat C (RYWZX)

    17.84 Up 0.32(1.83%) Mar 26

    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
    StatisticRYWZXCategory
    Alpha (against Standard Index)39.2821.19
    Beta (against Standard Index)-2.32-2.15
    Mean Annual Return-0.02-1.29
    R-squared (against Standard Index)41.2267.26
    Standard Deviation34.3826.92
    Sharpe Ratio-0.01-0.79
    Treynor Ratio2.438.31
    5 Years
    StatisticRYWZXCategory
    Alpha (against Standard Index)N/A-6.20
    Beta (against Standard Index)N/A-1.70
    Mean Annual ReturnN/A-2.76
    R-squared (against Standard Index)N/A92.73
    Standard DeviationN/A23.15
    Sharpe RatioN/A-1.44
    Treynor RatioN/A17.94
    10 Years
    StatisticRYWZXCategory
    Alpha (against Standard Index)N/A-9.06
    Beta (against Standard Index)N/A-1.65
    Mean Annual ReturnN/A-1.65
    R-squared (against Standard Index)N/A89.00
    Standard DeviationN/A26.02
    Sharpe RatioN/A-0.82
    Treynor RatioN/A13.47