Guggenheim Managed Futures Strategy Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 6.56
Mean -0.53
Sharpe Ratio -0.97
Bear Market Decile Rank 73

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 48.48 9.98
Beta 0.6 0.21
Alpha -4.26 -9.6

See Also:

Top Guggenheim Investments Funds