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Saturday, December 5, 2009, 4:16AM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

Rydex/SGI Alpha Opportunity A (SAOAX)

On Dec 4: 8.93   0.00 (0.00%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2007): 18.13% Worst 1 Yr Total Return (2008): -35.13% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SAOAX Category Alpha (against Standard Index) 11.79 0.85 Beta (against Standard Index) -12.05 -3.54 Mean Annual Return -3.83 -0.11 R-squared (against Standard Index) 7 5.70 Standard Deviation 21.82 10.82 Sharpe Ratio -0.18 N/A Treynor Ratio 0.52 N/A 5 Years Statistic SAOAX Category Alpha (against Standard Index) 9.79 2.74 Beta (against Standard Index) -11.68 -4.26 Mean Annual Return 2.50 0.22 R-squared (against Standard Index) 8 5.13 Standard Deviation 18.38 9.31 Sharpe Ratio 0.07 N/A Treynor Ratio 0.05 N/A 10 Years Statistic SAOAX Category Alpha (against Standard Index) N/A 2.70 Beta (against Standard Index) N/A -2.55 Mean Annual Return N/A 0.34 R-squared (against Standard Index) N/A 1.73 Standard Deviation N/A 8.43 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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