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Friday, December 4, 2009, 10:46PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Rydex/SGI Alpha Opportunity B (SAOBX)On Dec 4: 8.38   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get 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
StatisticSAOBXCategory
Alpha (against Standard Index)10.980.85
Beta (against Standard Index)-12.01-3.54
Mean Annual Return-4.56-0.11
R-squared (against Standard Index)75.70
Standard Deviation21.8210.82
Sharpe Ratio-0.21N/A
Treynor Ratio0.58N/A
5 Years
StatisticSAOBXCategory
Alpha (against Standard Index)9.012.74
Beta (against Standard Index)-11.65-4.26
Mean Annual Return1.720.22
R-squared (against Standard Index)85.13
Standard Deviation18.379.31
Sharpe Ratio0.02N/A
Treynor Ratio0.11N/A
10 Years
StatisticSAOBXCategory
Alpha (against Standard Index)N/A2.70
Beta (against Standard Index)N/A-2.55
Mean Annual ReturnN/A0.34
R-squared (against Standard Index)N/A1.73
Standard DeviationN/A8.43
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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