Rydex Series Trust Basic Materials Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 19.71
Mean 0.24
Sharpe Ratio 0.14
Bear Market Decile Rank 25

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
Morningstar SEC/Basic Materials TR USD
R-Squared 71.99 91.58
Beta 1.17 0.87
Alpha -9.8 -5.59