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Rydex Basic Materials H (RYBAX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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74.89+0.65 (+0.88%)
At close: 08:05AM EDT

Risk overview

Morningstar risk rating★★★
Number of years up16
Number of years down9
Best 1-yr total return (2 May 2024)56.02%
Worst 1-yr total return (2 May 2024)N/A

Risk statistics

3 years
RYBAXCategory average
5 years
RYBAXCategory average
10 years
RYBAXCategory average
Alpha
-1.54-0.07
-0.59-0.05
-2.41-0.08
BETA
1.220.01
1.240.01
1.230.01
Mean annual return
0.380.01
1.010.01
0.690
R-squared
76.670.81
82.180.74
75.980.71
Standard deviation
23.10.26
24.40.22
20.880.22
Sharpe ratio
0.060
0.410.01
0.320
Treynor ratio
-0.960.08
5.910.09
3.90.03