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Rydex S&P 500 Pure Value H (RYZAX)

On Jan 5: 73.47   0.67 (0.92%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 2 Number of Years Down: 2 Best 1 Yr Total Return (2006): 16.99% Worst 1 Yr Total Return (2008): -49.30% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RYZAX Category Alpha (against Standard Index) 1.90 0.96 Beta (against Standard Index) 1.61 1.15 Mean Annual Return -11.57 -0.33 R-squared (against Standard Index) 78 89.96 Standard Deviation 36.14 24.07 Sharpe Ratio -0.23 N/A Treynor Ratio -8.58 N/A 5 Years Statistic RYZAX Category Alpha (against Standard Index) -0.78 1.28 Beta (against Standard Index) 1.56 1.16 Mean Annual Return -3.19 0.26 R-squared (against Standard Index) 77 88.97 Standard Deviation 28.27 19.80 Sharpe Ratio -0.08 N/A Treynor Ratio -3.97 N/A 10 Years Statistic RYZAX Category Alpha (against Standard Index) N/A 7.57 Beta (against Standard Index) N/A 0.96 Mean Annual Return N/A 0.70 R-squared (against Standard Index) N/A 72.92 Standard Deviation N/A 18.20 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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