Rydex Commodities Strategy Fund

Scorecard
2 / 5 Stars
Lipper
3 3 1 1 3
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
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TheStreet.com
E- (Sell)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 17.14
Mean -0.37
Sharpe Ratio -0.26
Bear Market Decile Rank 93

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Morningstar Long-Only Commodity TR
Best Fit Index
Morningstar Energy Commodity TR
R-Squared 82.64 95.27
Beta 1.01 0.9
Alpha -2.58 -4.05