Rydex Government Long Bond 1.2x Strategy Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 18.61
Mean 1.15
Sharpe Ratio 0.74
Bear Market Decile Rank 34

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays US Treasury Long TR USD
R-Squared 55.32 98.42
Beta 5.0 1.47
Alpha -4.16 0.24