Rydex Series S&P 500 Pure Value Fund

Scorecard
5 / 5 Stars
Lipper
5 5 2 1 3
Zacks Investment Research
2 (Buy)
Standard & Poor's
3 / 5 Stars
TheStreet.com
A (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.95
Mean 1.43
Sharpe Ratio 1.01
Bear Market Decile Rank 46

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Value TR USD
R-Squared 87.09 90.73
Beta 1.27 1.1
Alpha -0.88 -0.45