Guggenheim Managed Commodities Strategy

Scorecard
1 / 5 Stars
Lipper
1 1 1 1 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 15.97
Mean -1.4
Sharpe Ratio -1.05
Bear Market Decile Rank 93

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
DJ UBS Sub Precious Metals TR USD
R-Squared 3.01 27.13
Beta 0.37 0.33
Alpha -15.55 -15.83

See Also:

Top Guggenheim Investments Funds