Guggenheim Managed Futures Strategy Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 6.66
Mean -0.41
Sharpe Ratio -0.74
Bear Market Decile Rank 82

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 50.72 6.82
Beta 0.72 0.18
Alpha -4.06 -7.73

See Also:

Top Guggenheim Investments Funds