Rydex Series S&P 500 Pure Value Fund

Scorecard
3 / 5 Stars
Lipper
5 4 2 4 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 16.71
Mean 1.64
Sharpe Ratio 1.18
Bear Market Decile Rank 43

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 85.93 90.28
Beta 1.26 1.1
Alpha -0.72 -0.59