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    Direxion Daily Financial Bear 3X ETF (FAZ)

    -NYSEArca
    33.75 Up 0.25(0.75%) Jul 25, 4:00PM EDT

    Risk as of Jun 29, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFAZCategory
    Alpha (against Standard Index)-1.08N/A
    Beta (against Standard Index)-2.96N/A
    Mean Annual Return-2.94N/A
    R-squared (against Standard Index)84.08N/A
    Standard Deviation36.30N/A
    Sharpe Ratio-0.98N/A
    5 Years
    StatisticFAZCategory
    Alpha (against Standard Index)-8.93N/A
    Beta (against Standard Index)-3.25N/A
    Mean Annual Return-4.02N/A
    R-squared (against Standard Index)85.48N/A
    Standard Deviation42.58N/A
    Sharpe Ratio-1.14N/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