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    Direxion Daily Semicondct Bull 3X ETF (SOXL)

    -NYSEArca
    70.80 Up 1.12(1.61%) Feb 17, 8:00PM EST

    Risk as of Jan 30, 2017Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSOXLCategory
    Alpha (against Standard Index)15.48N/A
    Beta (against Standard Index)4.48N/A
    Mean Annual Return5.30N/A
    R-squared (against Standard Index)63.91N/A
    Standard Deviation58.62N/A
    Sharpe Ratio1.08N/A
    5 Years
    StatisticSOXLCategory
    Alpha (against Standard Index)-0.52N/A
    Beta (against Standard Index)4.01N/A
    Mean Annual Return4.52N/A
    R-squared (against Standard Index)60.16N/A
    Standard Deviation53.04N/A
    Sharpe Ratio1.02N/A
    10 Years
    StatisticSOXLCategory
    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