Rydex Russell 2000 2x Strategy Fund

Scorecard
1 / 5 Stars
Lipper
3 3 1 4 2
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C- (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 34.82
Mean 2.05
Sharpe Ratio 0.71
Bear Market Decile Rank 94

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 86.63 99.71
Beta 2.64 2.05
Alpha -18.0 -6.15