Guggenheim Managed Futures Strategy Fund

Scorecard
3 / 5 Stars
Lipper
2 3 4 5 5
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
---
TheStreet.com
D- (Sell)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 6.55
Mean -0.55
Sharpe Ratio -1.02
Bear Market Decile Rank 77

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 48.56 10.1
Beta 0.6 0.21
Alpha -4.55 -9.9

See Also:

Top Guggenheim Investments Funds