Guggenheim Alpha Opportunity Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 17.3
Mean 1.26
Sharpe Ratio 0.87
Bear Market Decile Rank 99

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Market TR USD
R-Squared 92.86 93.35
Beta 1.36 1.31
Alpha -6.89 -6.1

See Also:

Top Guggenheim Investments Funds