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Direxion Daily Gold Miners Bull 3X ETF (NUGT)

-NYSEArca
158.30 Up 9.89(6.66%) 10:58AM EDT - Nasdaq Real Time Price

Risk as of Jun 29, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticNUGTCategory
Alpha (against Standard Index)46.50N/A
Beta (against Standard Index)-0.82N/A
Mean Annual Return3.09N/A
R-squared (against Standard Index)0.41N/A
Standard Deviation144.03N/A
Sharpe Ratio0.26N/A
5 Years
StatisticNUGTCategory
Alpha (against Standard Index)-22.06N/A
Beta (against Standard Index)0.11N/A
Mean Annual Return-1.72N/A
R-squared (against Standard Index)0.01N/A
Standard Deviation125.05N/A
Sharpe Ratio-0.17N/A
10 Years
StatisticNUGTCategory
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