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Direxion All Cap Insider Sentiment ETF (KNOW)

-NYSEArca
79.04 Up 0.04(0.05%) Feb 17, 8:00PM EST

Risk as of Jan 30, 2017Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticKNOWCategory
Alpha (against Standard Index)2.29N/A
Beta (against Standard Index)0.96N/A
Mean Annual Return1.06N/A
R-squared (against Standard Index)84.99N/A
Standard Deviation10.92N/A
Sharpe Ratio1.15N/A
5 Years
StatisticKNOWCategory
Alpha (against Standard Index)0.51N/A
Beta (against Standard Index)1.05N/A
Mean Annual Return1.25N/A
R-squared (against Standard Index)79.52N/A
Standard Deviation12.13N/A
Sharpe Ratio1.23N/A
10 Years
StatisticKNOWCategory
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