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Rydex/SGI Alpha Opportunity B (SAOBX)
On
Dec 4
:
8.38
0.00
(0.00%)
MORE ON SAOBX
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Research Reports
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)
:
17.22%
Worst 1 Yr Total Return
(2008)
:
-35.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SAOBX
Category
Alpha (against Standard Index)
10.98
0.85
Beta (against Standard Index)
-12.01
-3.54
Mean Annual Return
-4.56
-0.11
R-squared (against Standard Index)
7
5.70
Standard Deviation
21.82
10.82
Sharpe Ratio
-0.21
N/A
Treynor Ratio
0.58
N/A
5 Years
Statistic
SAOBX
Category
Alpha (against Standard Index)
9.01
2.74
Beta (against Standard Index)
-11.65
-4.26
Mean Annual Return
1.72
0.22
R-squared (against Standard Index)
8
5.13
Standard Deviation
18.37
9.31
Sharpe Ratio
0.02
N/A
Treynor Ratio
0.11
N/A
10 Years
Statistic
SAOBX
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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