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Rydex/SGI Mid Cap Value A (SEVAX)

On Dec 24: 28.07   0.12 (0.43%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 26.82% Worst 1 Yr Total Return (2008): -27.20% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SEVAX Category Alpha (against Standard Index) 5.21 -0.27 Beta (against Standard Index) 0.99 1.17 Mean Annual Return -0.93 -0.44 R-squared (against Standard Index) 85 84.58 Standard Deviation 21.18 25.23 Sharpe Ratio -0.04 N/A Treynor Ratio -3.24 N/A 5 Years Statistic SEVAX Category Alpha (against Standard Index) 5.13 0.26 Beta (against Standard Index) 1.02 1.19 Mean Annual Return 5.58 0.18 R-squared (against Standard Index) 79 81.92 Standard Deviation 18.30 21.20 Sharpe Ratio 0.23 N/A Treynor Ratio 2.55 N/A 10 Years Statistic SEVAX Category Alpha (against Standard Index) 12.42 8.93 Beta (against Standard Index) 0.94 0.95 Mean Annual Return 12.15 0.82 R-squared (against Standard Index) 65 64.94 Standard Deviation 18.86 19.09 Sharpe Ratio 0.55 N/A Treynor Ratio 9.83 N/A
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