Guggenheim Managed Futures Strategy Fund

Scorecard
2 / 5 Stars
Lipper
2 2 4 5 5
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
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TheStreet.com
D- (Sell)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 6.57
Mean -0.63
Sharpe Ratio -1.16
Bear Market Decile Rank 86

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
S&P 1500 Cons Staples TR
R-Squared 58.04 9.22
Beta 0.68 0.2
Alpha -5.78 -10.76

See Also:

Top Guggenheim Investments Funds