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Tuesday, December 8, 2009, 10:36PM ET - U.S. Markets Closed. Dow Down 1.00% Nasdaq Down 0.76%
Rydex/SGI Select 25 B (SEFBX)On Dec 8: 6.61  Down 0.07 (1.05%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2005):10.75%
Worst 1 Yr Total Return (2008):-37.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSEFBXCategory
Alpha (against Standard Index)-4.462.45
Beta (against Standard Index)0.891.00
Mean Annual Return-10.12-0.24
R-squared (against Standard Index)8888.47
Standard Deviation18.4520.84
Sharpe Ratio-0.61N/A
Treynor Ratio-14.11N/A
5 Years
StatisticSEFBXCategory
Alpha (against Standard Index)-2.140.94
Beta (against Standard Index)0.941.01
Mean Annual Return-1.780.21
R-squared (against Standard Index)8286.37
Standard Deviation16.4517.46
Sharpe Ratio-0.21N/A
Treynor Ratio-5.11N/A
10 Years
StatisticSEFBXCategory
Alpha (against Standard Index)-3.460.18
Beta (against Standard Index)1.001.04
Mean Annual Return-4.510.04
R-squared (against Standard Index)8578.62
Standard Deviation17.3419.22
Sharpe Ratio-0.35N/A
Treynor Ratio-7.50N/A

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