Rydex Dynamic Nasdaq-100 2X Strategy

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 28.32
Mean 2.49
Sharpe Ratio 1.06
Bear Market Decile Rank 25

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 79.38 94.35
Beta 2.02 1.83
Alpha 0.64 5.8