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Rydex Inverse Emerging Mkts 2X Strat C (RYWZX)

14.31 Down 0.17(1.17%) Jul 24

Risk as of Jun 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)39.2517.34
Beta (against Standard Index)-2.57-2.14
Mean Annual Return-0.18-1.43
R-squared (against Standard Index)64.5677.01
Standard Deviation39.2630.73
Sharpe Ratio-0.06-0.75
Treynor Ratio3.5610.42
5 Years
Alpha (against Standard Index)N/A-7.22
Beta (against Standard Index)N/A-1.71
Mean Annual ReturnN/A-3.19
R-squared (against Standard Index)N/A92.19
Standard DeviationN/A23.93
Sharpe RatioN/A-1.60
Treynor RatioN/A20.01
10 Years
Alpha (against Standard Index)N/A-8.68
Beta (against Standard Index)N/A-1.65
Mean Annual ReturnN/A-1.56
R-squared (against Standard Index)N/A88.57
Standard DeviationN/A25.94
Sharpe RatioN/A-0.78
Treynor RatioN/A13.02