Rydex Series S&P SmallCap 600 Pure Value Fund

Scorecard
1 / 5 Stars
Lipper
3 2 1 1 3
Zacks Investment Research
3 (Hold)
Standard & Poor's
3 / 5 Stars
TheStreet.com
D+ (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 19.75
Mean 1.36
Sharpe Ratio 0.82
Bear Market Decile Rank 70

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 79.91 90.88
Beta 1.44 1.11
Alpha -6.98 -0.43