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Rydex/SGI Mid Cap Growth A (SECUX)
On
Dec 1
:
6.62
0.11
(1.69%)
MORE ON SECUX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
9.59%
Worst 1 Yr Total Return
(2008)
:
-40.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SECUX
Category
Alpha (against Standard Index)
-2.69
3.31
Beta (against Standard Index)
1.08
1.09
Mean Annual Return
-10.77
-0.23
R-squared (against Standard Index)
83
84.23
Standard Deviation
23.08
23.37
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-12.20
N/A
5 Years
Statistic
SECUX
Category
Alpha (against Standard Index)
-1.54
2.25
Beta (against Standard Index)
1.16
1.13
Mean Annual Return
-2.38
0.31
R-squared (against Standard Index)
75
81.04
Standard Deviation
21.22
20.00
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.66
N/A
10 Years
Statistic
SECUX
Category
Alpha (against Standard Index)
5.32
4.42
Beta (against Standard Index)
1.21
1.13
Mean Annual Return
2.17
0.37
R-squared (against Standard Index)
63
60.91
Standard Deviation
24.45
23.71
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.66
N/A
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