Rydex Strengthening Dollar 2x Strategy Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.99
Mean 0.04
Sharpe Ratio 0.03
Bear Market Decile Rank 43

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
MSCI World Ex US NR USD
R-Squared 2.44 67.2
Beta -58.94 -0.71
Alpha 17.01 6.56

Trading-Miscellaneous Funds