Guggenheim Managed Commodities Strategy

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.98
Mean -1.42
Sharpe Ratio -1.07
Bear Market Decile Rank 95

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 3.03 26.98
Beta 0.37 0.33
Alpha -15.79 -16.08

See Also:

Top Guggenheim Investments Funds