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    Direxion Daily Financial Bear 3X ETF (FAZ)

    -NYSEArca
    18.59 Up 0.02(0.11%) Feb 17, 8:00PM EST
    |After Hours : 18.56 Down 0.03 (0.16%) Feb 17, 5:02PM EST

    Risk as of Jan 30, 2017Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFAZCategory
    Alpha (against Standard Index)-11.06N/A
    Beta (against Standard Index)-2.96N/A
    Mean Annual Return-3.55N/A
    R-squared (against Standard Index)76.87N/A
    Standard Deviation35.32N/A
    Sharpe Ratio-1.21N/A
    5 Years
    StatisticFAZCategory
    Alpha (against Standard Index)-11.41N/A
    Beta (against Standard Index)-3.16N/A
    Mean Annual Return-4.53N/A
    R-squared (against Standard Index)80.02N/A
    Standard Deviation36.22N/A
    Sharpe Ratio-1.50N/A
    10 Years
    StatisticFAZCategory
    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