Rydex Japan 2x Strategy Fund

Scorecard
1 / 5 Stars
Lipper
1 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 31.45
Mean 1.12
Sharpe Ratio 0.42
Bear Market Decile Rank 17

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
MSCI Japan NR USD
R-Squared 32.62 82.42
Beta 1.44 2.06
Alpha -7.45 0.75