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 03.31.2014

Standard Deviation 28.33
Mean 2.5
Sharpe Ratio 1.06
Bear Market Decile Rank 26

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SEC/Technology TR USD
R-Squared 79.4 94.34
Beta 2.02 1.84
Alpha 0.65 5.82