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Rydex/SGI Global C (SFGCX)

On Dec 3: 8.70   0.04 (0.46%)

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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 (2004): 17.06% Worst 1 Yr Total Return (2008): -38.70% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SFGCX Category Alpha (against Standard Index) -3.98 -0.56 Beta (against Standard Index) 0.80 0.91 Mean Annual Return -7.29 -0.21 R-squared (against Standard Index) 89 90.41 Standard Deviation 20.31 22.89 Sharpe Ratio -0.39 N/A Treynor Ratio -12.15 N/A 5 Years Statistic SFGCX Category Alpha (against Standard Index) -2.72 -1.40 Beta (against Standard Index) 0.82 0.90 Mean Annual Return 2.02 0.44 R-squared (against Standard Index) 87 89.02 Standard Deviation 17.39 19.07 Sharpe Ratio 0.03 N/A Treynor Ratio -1.23 N/A 10 Years Statistic SFGCX Category Alpha (against Standard Index) 1.64 0.66 Beta (against Standard Index) 0.93 0.93 Mean Annual Return 3.50 0.36 R-squared (against Standard Index) 77 79.68 Standard Deviation 19.07 19.07 Sharpe Ratio 0.12 N/A Treynor Ratio 0.57 N/A
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