Rydex Government Long Bond 1.2x Strategy Fund

Scorecard
2 / 5 Stars
Lipper
5 4 1 5 1
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
---
TheStreet.com
C (Hold)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 18.69
Mean 1.05
Sharpe Ratio 0.67
Bear Market Decile Rank 67

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays US Treasury Long TR USD
R-Squared 51.0 96.8
Beta 4.69 1.45
Alpha -4.61 -0.13