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    Direxion Daily Semicondct Bear 3X ETF (SOXS)

    -NYSEArca
    8.51 Up 0.02(0.24%) Feb 24, 8:00PM EST

    Risk as of Jan 30, 2017Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSOXSCategory
    Alpha (against Standard Index)-36.13N/A
    Beta (against Standard Index)-3.76N/A
    Mean Annual Return-6.35N/A
    R-squared (against Standard Index)59.51N/A
    Standard Deviation50.95N/A
    Sharpe Ratio-1.50N/A
    5 Years
    StatisticSOXSCategory
    Alpha (against Standard Index)-19.46N/A
    Beta (against Standard Index)-3.65N/A
    Mean Annual Return-5.77N/A
    R-squared (against Standard Index)59.37N/A
    Standard Deviation48.65N/A
    Sharpe Ratio-1.42N/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