Rydex Japan 2x Strategy Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 31.52
Mean 1.11
Sharpe Ratio 0.42
Bear Market Decile Rank 18

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
MSCI Japan NR USD
R-Squared 33.44 84.34
Beta 1.49 2.02
Alpha -10.68 -3.47