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Saturday, December 12, 2009, 1:10AM ET - U.S. Markets Closed. Dow  0.63% Nasdaq  0.03%

Rydex/SGI Global Inst (SGOLX)

On Dec 11: 8.57   0.03 (0.35%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Number of Years Up: 0 Number of Years Down: 0 Best 1 Yr Total Return (): N/A Worst 1 Yr Total Return (): N/A RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SGOLX Category Alpha (against Standard Index) -2.34 0.27 Beta (against Standard Index) 0.80 0.91 Mean Annual Return -6.03 -0.17 R-squared (against Standard Index) 89 90.08 Standard Deviation 20.30 22.93 Sharpe Ratio -0.31 N/A Treynor Ratio -10.35 N/A 5 Years Statistic SGOLX Category Alpha (against Standard Index) -1.71 -0.86 Beta (against Standard Index) 0.81 0.90 Mean Annual Return 2.28 0.41 R-squared (against Standard Index) 87 88.40 Standard Deviation 17.08 18.93 Sharpe Ratio 0.05 N/A Treynor Ratio -0.88 N/A 10 Years Statistic SGOLX Category Alpha (against Standard Index) 1.70 0.53 Beta (against Standard Index) 0.92 0.92 Mean Annual Return 3.50 0.33 R-squared (against Standard Index) 79 79.83 Standard Deviation 18.61 18.84 Sharpe Ratio 0.12 N/A Treynor Ratio 0.62 N/A
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