Rydex Dynamic Nasdaq-100 2X Strategy

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 28.03
Mean 2.61
Sharpe Ratio 1.11
Bear Market Decile Rank 26

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SEC/Technology TR USD
R-Squared 81.22 95.75
Beta 2.02 1.82
Alpha 2.56 8.79