Guggenheim Alpha Opportunity Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 17.32
Mean 1.19
Sharpe Ratio 0.82
Bear Market Decile Rank 100

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 93.09 93.55
Beta 1.36 1.32
Alpha -7.72 -6.93

See Also:

Top Guggenheim Investments Funds