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Rydex/SGI Large Cap Value B (SECBX)

On Dec 2: 5.94   0.01 (0.17%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 20.00% Worst 1 Yr Total Return (2008): -38.14% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SECBX Category Alpha (against Standard Index) 1.15 -1.05 Beta (against Standard Index) 1.07 1.02 Mean Annual Return -6.82 -0.55 R-squared (against Standard Index) 92 94.27 Standard Deviation 21.77 20.65 Sharpe Ratio -0.33 N/A Treynor Ratio -8.64 N/A 5 Years Statistic SECBX Category Alpha (against Standard Index) 1.74 0.04 Beta (against Standard Index) 1.06 1.02 Mean Annual Return 1.73 0.14 R-squared (against Standard Index) 90 93.13 Standard Deviation 17.74 16.85 Sharpe Ratio 0.02 N/A Treynor Ratio -1.23 N/A 10 Years Statistic SECBX Category Alpha (against Standard Index) -0.39 2.54 Beta (against Standard Index) 0.94 0.88 Mean Annual Return -1.23 0.27 R-squared (against Standard Index) 84 80.76 Standard Deviation 16.49 15.89 Sharpe Ratio -0.17 N/A Treynor Ratio -4.48 N/A
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