Rydex Series S&P SmallCap 600 Pure Value Fund

Scorecard
3 / 5 Stars
Lipper
5 3 1 1 3
Zacks Investment Research
3 (Hold)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 19.72
Mean 1.24
Sharpe Ratio 0.75
Bear Market Decile Rank 71

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 80.28 91.06
Beta 1.42 1.12
Alpha -5.26 -1.85