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Rydex/SGI Mid Cap Growth B (SEUBX)
On
Dec 2
:
5.01
0.02
(0.40%)
MORE ON SEUBX
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Research Reports
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)
:
8.79%
Worst 1 Yr Total Return
(2008)
:
-40.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SEUBX
Category
Alpha (against Standard Index)
-3.47
3.31
Beta (against Standard Index)
1.08
1.09
Mean Annual Return
-11.46
-0.23
R-squared (against Standard Index)
83
84.23
Standard Deviation
23.05
23.37
Sharpe Ratio
-0.51
N/A
Treynor Ratio
-12.84
N/A
5 Years
Statistic
SEUBX
Category
Alpha (against Standard Index)
-2.31
2.25
Beta (against Standard Index)
1.16
1.13
Mean Annual Return
-3.13
0.31
R-squared (against Standard Index)
75
81.04
Standard Deviation
21.20
20.00
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-5.31
N/A
10 Years
Statistic
SEUBX
Category
Alpha (against Standard Index)
4.49
4.42
Beta (against Standard Index)
1.21
1.13
Mean Annual Return
1.32
0.37
R-squared (against Standard Index)
64
60.91
Standard Deviation
24.44
23.71
Sharpe Ratio
0.06
N/A
Treynor Ratio
-1.36
N/A
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