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    Direxion Daily Emrg Mkts Bear 3X ETF (EDZ)

    -NYSEArca
    19.02 Up 0.23(1.22%) Feb 17, 3:59PM EST

    Risk as of Jan 30, 2017Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticEDZCategory
    Alpha (against Standard Index)8.71N/A
    Beta (against Standard Index)-2.64N/A
    Mean Annual Return-1.62N/A
    R-squared (against Standard Index)37.87N/A
    Standard Deviation44.96N/A
    Sharpe Ratio-0.44N/A
    5 Years
    StatisticEDZCategory
    Alpha (against Standard Index)24.90N/A
    Beta (against Standard Index)-2.85N/A
    Mean Annual Return-1.15N/A
    R-squared (against Standard Index)40.44N/A
    Standard Deviation45.94N/A
    Sharpe Ratio-0.30N/A
    10 Years
    StatisticEDZCategory
    Alpha (against Standard Index)NaNN/A
    Beta (against Standard Index)NaNN/A
    Mean Annual ReturnNaNN/A
    R-squared (against Standard Index)NaNN/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor RatioNaNN/A