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Direxion Daily 20+ Yr Trsy Bull 3X ETF (TMF)

-NYSEArca
113.54 Down 0.24(0.21%) Jul 25, 4:00PM EDT
|After Hours : 113.50 Down 0.04 (0.04%) Jul 25, 4:16PM EDT

Risk as of Jun 29, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTMFCategory
Alpha (against Standard Index)-17.00N/A
Beta (against Standard Index)12.19N/A
Mean Annual Return2.59N/A
R-squared (against Standard Index)79.92N/A
Standard Deviation36.15N/A
Sharpe Ratio0.86N/A
5 Years
StatisticTMFCategory
Alpha (against Standard Index)-13.25N/A
Beta (against Standard Index)12.40N/A
Mean Annual Return2.68N/A
R-squared (against Standard Index)64.83N/A
Standard Deviation42.62N/A
Sharpe Ratio0.75N/A
10 Years
StatisticTMFCategory
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