Rydex Series S&P SmallCap 600 Pure Value Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 19.71
Mean 1.29
Sharpe Ratio 0.78
Bear Market Decile Rank 73

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 79.97 90.86
Beta 1.44 1.11
Alpha -7.72 -1.17