Rydex Russell 2000 2x Strategy Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 34.41
Mean 2.07
Sharpe Ratio 0.72
Bear Market Decile Rank 91

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 89.26 99.7
Beta 2.6 2.05
Alpha -12.12 -5.61