RYDEX VARIABLE ENERGY | Markets Insider

Publish date: 2024-07-08
Alpha 1 Year11.20 Alpha 10 Years-13.76 Alpha 15 Years-12.96 Alpha 20 Years-4.66 Alpha 3 Years14.31 Alpha 5 Years-3.26 Average Gain 1 Year2.72 Average Gain 10 Years6.75 Average Gain 15 Years6.00 Average Gain 20 Years6.15 Average Gain 3 Years6.82 Average Gain 5 Years7.54 Average Loss 1 Year-2.63 Average Loss 10 Years-6.84 Average Loss 15 Years-6.29 Average Loss 20 Years-6.35 Average Loss 3 Years-5.03 Average Loss 5 Years-7.90 Batting Average 1 Year41.67 Batting Average 10 Years38.33 Batting Average 15 Years41.67 Batting Average 20 Years45.42 Batting Average 3 Years47.22 Batting Average 5 Years43.33 Beta 1 Year0.44 Beta 10 Years1.38 Beta 15 Years1.38 Beta 20 Years1.29 Beta 3 Years0.74 Beta 5 Years1.40 Capture Ratio Down 1 Year37.75 Capture Ratio Down 10 Years167.49 Capture Ratio Down 15 Years165.93 Capture Ratio Down 20 Years144.76 Capture Ratio Down 3 Years39.58 Capture Ratio Down 5 Years137.60 Capture Ratio Up 1 Year30.73 Capture Ratio Up 10 Years86.70 Capture Ratio Up 15 Years95.63 Capture Ratio Up 20 Years104.51 Capture Ratio Up 3 Years92.41 Capture Ratio Up 5 Years110.09 Correlation 1 Year41.12 Correlation 10 Years64.07 Correlation 15 Years68.39 Correlation 20 Years66.21 Correlation 3 Years47.68 Correlation 5 Years65.25 High 1 Year278.71 Information Ratio 1 Year-0.98 Information Ratio 10 Years-0.58 Information Ratio 15 Years-0.52 Information Ratio 20 Years-0.29 Information Ratio 3 Years0.54 Information Ratio 5 Years-0.16 Low 1 Year231.16 Maximum Loss 1 Year-6.75 Maximum Loss 10 Years-78.26 Maximum Loss 15 Years-78.62 Maximum Loss 20 Years-78.62 Maximum Loss 3 Years-17.83 Maximum Loss 5 Years-55.82 Performance Current Year7.36 Performance since Inception131.73 Risk adjusted Return 10 Years-15.23 Risk adjusted Return 3 Years5.95 Risk adjusted Return 5 Years-11.13 Risk adjusted Return Since Inception-9.77 R-Squared (R²) 1 Year16.91 R-Squared (R²) 10 Years41.05 R-Squared (R²) 15 Years46.77 R-Squared (R²) 20 Years43.84 R-Squared (R²) 3 Years22.73 R-Squared (R²) 5 Years42.58 Sortino Ratio 1 Year3.25 Sortino Ratio 10 Years0.10 Sortino Ratio 15 Years0.30 Sortino Ratio 20 Years0.37 Sortino Ratio 3 Years1.26 Sortino Ratio 5 Years0.65 Tracking Error 1 Year16.94 Tracking Error 10 Years26.01 Tracking Error 15 Years22.38 Tracking Error 20 Years22.26 Tracking Error 3 Years23.85 Tracking Error 5 Years30.47 Trailing Performance 1 Month0.79 Trailing Performance 1 Week0.88 Trailing Performance 1 Year6.24 Trailing Performance 10 Years-20.26 Trailing Performance 2 Years17.28 Trailing Performance 3 Months-0.43 Trailing Performance 3 Years82.23 Trailing Performance 4 Years171.00 Trailing Performance 5 Years60.55 Trailing Performance 6 Months8.22 Trailing Return 1 Month1.89 Trailing Return 1 Year5.59 Trailing Return 10 Years-1.92 Trailing Return 15 Years2.62 Trailing Return 2 Months-1.70 Trailing Return 2 Years8.88 Trailing Return 20 Years4.08 Trailing Return 3 Months0.65 Trailing Return 3 Years22.58 Trailing Return 4 Years28.83 Trailing Return 5 Years10.18 Trailing Return 6 Months11.56 Trailing Return 6 Years2.80 Trailing Return 7 Years5.35 Trailing Return 8 Years4.27 Trailing Return 9 Months8.63 Trailing Return 9 Years2.89 Trailing Return Since Inception3.74 Trailing Return YTD - Year to Date8.52 Treynor Ratio 1 Year49.77 Treynor Ratio 10 Years-2.35 Treynor Ratio 15 Years1.09 Treynor Ratio 20 Years2.37 Treynor Ratio 3 Years24.37 Treynor Ratio 5 Years6.63

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