Rydex Japan 2x Strategy Fund

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 31.48
Mean 1.12
Sharpe Ratio 0.43
Bear Market Decile Rank 18

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
MSCI Japan NR USD
R-Squared 32.65 82.49
Beta 1.44 2.06
Alpha -7.42 0.8