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    Direxion Daily Small Cap Bear 3X ETF (TZA)

    -NYSEArca
    30.75 Up 0.17(0.56%) Jul 25, 4:00PM EDT
    |After Hours : 30.65 Down 0.10 (0.33%) Jul 25, 7:59PM EDT

    Risk as of Jun 29, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticTZACategory
    Alpha (against Standard Index)5.35N/A
    Beta (against Standard Index)-3.19N/A
    Mean Annual Return-2.63N/A
    R-squared (against Standard Index)65.46N/A
    Standard Deviation44.33N/A
    Sharpe Ratio-0.71N/A
    5 Years
    StatisticTZACategory
    Alpha (against Standard Index)-2.24N/A
    Beta (against Standard Index)-3.32N/A
    Mean Annual Return-3.54N/A
    R-squared (against Standard Index)75.39N/A
    Standard Deviation46.35N/A
    Sharpe Ratio-0.92N/A
    10 Years
    StatisticTZACategory
    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