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 02.28.2014

Standard Deviation 33.5
Mean 0.7
Sharpe Ratio 0.25
Bear Market Decile Rank 18

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
MSCI Japan NR USD
R-Squared 30.69 84.58
Beta 1.49 2.06
Alpha -12.78 1.1