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 06.30.2014

Standard Deviation 6.64
Mean -0.43
Sharpe Ratio -0.8
Bear Market Decile Rank 86

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
Morningstar SEC/Consumer Dfnsve TR USD
R-Squared 50.8 6.87
Beta 0.72 0.18
Alpha -4.37 -8.04

See Also:

Top Guggenheim Investments Funds