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Direxion Daily Financial Bull 3X ETF (FAS)

-NYSEArca
28.23 Down 0.20(0.70%) Jul 25, 4:00PM EDT

Risk as of Jun 29, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFASCategory
Alpha (against Standard Index)-13.82N/A
Beta (against Standard Index)3.19N/A
Mean Annual Return1.94N/A
R-squared (against Standard Index)86.32N/A
Standard Deviation38.60N/A
Sharpe Ratio0.60N/A
5 Years
StatisticFASCategory
Alpha (against Standard Index)-15.25N/A
Beta (against Standard Index)3.64N/A
Mean Annual Return2.41N/A
R-squared (against Standard Index)87.06N/A
Standard Deviation47.27N/A
Sharpe Ratio0.61N/A
10 Years
StatisticFASCategory
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