Rydex Series S&P 500 Pure Value Fund

Scorecard
3 / 5 Stars
Lipper
5 4 2 1 2
Zacks Investment Research
2 (Buy)
Standard & Poor's
4 / 5 Stars
TheStreet.com
A (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.94
Mean 1.37
Sharpe Ratio 0.96
Bear Market Decile Rank 54

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 87.12 90.76
Beta 1.27 1.1
Alpha -1.62 -1.2