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Rydex/SGI Select 25 C (SSSCX)

On Dec 28: 6.88   0.00 (0.00%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2005): 10.85% Worst 1 Yr Total Return (2008): -37.85% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SSSCX Category Alpha (against Standard Index) -4.28 2.20 Beta (against Standard Index) 0.90 0.99 Mean Annual Return -8.97 -0.14 R-squared (against Standard Index) 89 88.76 Standard Deviation 18.81 21.04 Sharpe Ratio -0.52 N/A Treynor Ratio -12.56 N/A 5 Years Statistic SSSCX Category Alpha (against Standard Index) -2.63 0.80 Beta (against Standard Index) 0.94 1.01 Mean Annual Return -1.90 0.24 R-squared (against Standard Index) 83 86.59 Standard Deviation 16.45 17.50 Sharpe Ratio -0.21 N/A Treynor Ratio -5.22 N/A 10 Years Statistic SSSCX Category Alpha (against Standard Index) -3.67 -0.13 Beta (against Standard Index) 1.00 1.04 Mean Annual Return -4.34 0.05 R-squared (against Standard Index) 86 78.99 Standard Deviation 17.39 19.17 Sharpe Ratio -0.33 N/A Treynor Ratio -7.30 N/A
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