Risk Profile: Aggressive Growth
The System Research Treasury Bond Program ("System Research") is a quantitative investment strategy that trades the US Treasury markets long and short. The model takes into account several fundamental and technical factors to determine long and short trades in US Treasury mutual bond funds at Rydex, and/or ProFunds. Technical factors are used to measure price momentum of the market and overbought / oversold conditions. Fundamental factors provide a forecast based on the measurement of inflation and capital flows between worldwide equity and fixed income markets. The model incorporates a risk management overlay that is designed to reduce portfolio exposure during periods of high volatility.
Portfolio Diversification and Correlation Analysis: When diversifying your portfolio, it is important to understand how each strategy correlates to your other positions. We believe the key to long-term success is how you weave a number of low-correlating strategies into your portfolio and manage those allocations over time.
For an explanation on strategy correlation and comparisons to other indices, click on the Correlation Matrix link on the right. A 1.00 correlation would be a perfect correlation. A 0.000 correlation reading would imply a non-correlation. Generally, readings below 0.50 reflect a low-correlation.
Click here for Rydex Government Long Bond 1.2x Strategy Fund Prospectus
Click here for the Rydex Inverse Government Long Bond Strategy Fund Prospectus
Click here for ProFunds Prospectus
|
 |
|
