Guggenheim Managed Futures Strategy Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 6.56
Mean -0.53
Sharpe Ratio -0.98
Bear Market Decile Rank 75

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
S&P 1500 Cons Staples TR
R-Squared 48.36 10.1
Beta 0.6 0.21
Alpha -4.31 -9.67

See Also:

Top Guggenheim Investments Funds