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    Direxion Daily Semicondct Bear 3X ETF (SOXS)

    -NYSEArca
    19.99 Up 0.23(1.16%) Jul 29, 4:00PM EDT

    Risk as of Jun 29, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSOXSCategory
    Alpha (against Standard Index)-19.75N/A
    Beta (against Standard Index)-3.35N/A
    Mean Annual Return-4.87N/A
    R-squared (against Standard Index)57.89N/A
    Standard Deviation49.51N/A
    Sharpe Ratio-1.18N/A
    5 Years
    StatisticSOXSCategory
    Alpha (against Standard Index)-14.69N/A
    Beta (against Standard Index)-3.42N/A
    Mean Annual Return-4.67N/A
    R-squared (against Standard Index)63.96N/A
    Standard Deviation51.81N/A
    Sharpe Ratio-1.08N/A
    10 Years
    StatisticSOXSCategory
    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