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Saturday, December 5, 2009, 4:56AM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

Rydex/SGI Equity A (SECEX)

On Dec 4: 4.21   0.02 (0.48%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 12.01% Worst 1 Yr Total Return (2008): -37.57% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SECEX Category Alpha (against Standard Index) -3.13 0.38 Beta (against Standard Index) 0.96 1.00 Mean Annual Return -9.53 -0.41 R-squared (against Standard Index) 95 95.50 Standard Deviation 19.18 20.09 Sharpe Ratio -0.55 N/A Treynor Ratio -12.45 N/A 5 Years Statistic SECEX Category Alpha (against Standard Index) -2.91 0.26 Beta (against Standard Index) 0.96 1.01 Mean Annual Return -2.44 0.16 R-squared (against Standard Index) 94 94.84 Standard Deviation 15.70 16.47 Sharpe Ratio -0.27 N/A Treynor Ratio -5.70 N/A 10 Years Statistic SECEX Category Alpha (against Standard Index) -3.24 0.84 Beta (against Standard Index) 0.95 0.97 Mean Annual Return -3.90 0.11 R-squared (against Standard Index) 96 91.16 Standard Deviation 15.61 16.35 Sharpe Ratio -0.36 N/A Treynor Ratio -7.23 N/A
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