Rydex S&P 500 2x Strategy Fund

Scorecard
2 / 5 Stars
Lipper
4 5 1 5 4
Zacks Investment Research
2 (Buy)
Standard & Poor's
4 / 5 Stars
TheStreet.com
B (Buy)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 25.52
Mean 2.11
Sharpe Ratio 0.99
Bear Market Decile Rank 55

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
S&P 500 TR USD
R-Squared 99.84 99.84
Beta 2.04 2.04
Alpha -4.3 -4.3