Rydex Dynamic Nasdaq-100 2X Strategy

Scorecard
3 / 5 Stars
Lipper
5 5 1 2 1
Zacks Investment Research
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Standard & Poor's
4 / 5 Stars
TheStreet.com
B- (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 28.21
Mean 2.92
Sharpe Ratio 1.24
Bear Market Decile Rank 26

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SEC/Technology TR USD
R-Squared 78.1 94.01
Beta 2.03 1.85
Alpha 2.23 5.88