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 06.30.2014

Standard Deviation 16.7
Mean 1.58
Sharpe Ratio 1.13
Bear Market Decile Rank 51

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Value TR USD
R-Squared 85.96 90.32
Beta 1.26 1.1
Alpha -1.47 -1.34