Rydex Commodities Strategy Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.06
Mean -0.05
Sharpe Ratio -0.04
Bear Market Decile Rank 93

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Morningstar Long-Only Commodity TR
Best Fit Index
Morningstar Energy Commodity TR
R-Squared 80.33 94.58
Beta 0.97 0.89
Alpha -1.54 -3.85