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Rydex/SGI Large Cap Value C (SEGIX)

On Dec 4: 5.97   0.03 (0.51%)

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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): 19.94% Worst 1 Yr Total Return (2008): -38.82% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SEGIX Category Alpha (against Standard Index) 0.47 -1.05 Beta (against Standard Index) 1.07 1.02 Mean Annual Return -7.47 -0.55 R-squared (against Standard Index) 92 94.27 Standard Deviation 21.83 20.65 Sharpe Ratio -0.36 N/A Treynor Ratio -9.24 N/A 5 Years Statistic SEGIX Category Alpha (against Standard Index) 1.31 0.04 Beta (against Standard Index) 1.06 1.02 Mean Annual Return 1.29 0.14 R-squared (against Standard Index) 89 93.13 Standard Deviation 17.80 16.85 Sharpe Ratio -0.01 N/A Treynor Ratio -1.64 N/A 10 Years Statistic SEGIX Category Alpha (against Standard Index) -0.59 2.54 Beta (against Standard Index) 0.94 0.88 Mean Annual Return -1.41 0.27 R-squared (against Standard Index) 83 80.76 Standard Deviation 16.48 15.89 Sharpe Ratio -0.18 N/A Treynor Ratio -4.69 N/A
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