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 03.31.2014

Standard Deviation 34.45
Mean 1.9
Sharpe Ratio 0.66
Bear Market Decile Rank 91

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 89.94 99.7
Beta 2.62 2.05
Alpha -15.15 -5.48