Rydex Commodities Strategy Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 17.36
Mean -0.25
Sharpe Ratio -0.17
Bear Market Decile Rank 93

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Morningstar Long-Only Commodity TR
Best Fit Index
Morningstar Energy Commodity TR
R-Squared 82.81 95.47
Beta 1.02 0.9
Alpha -2.11 -4.85