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    Direxion Daily Small Cap Bear 3X ETF (TZA)

    -NYSEArca
    17.81 Down 0.01(0.06%) Feb 17, 8:00PM EST
    |After Hours : 17.85 Up 0.04 (0.22%) Feb 17, 7:58PM EST

    Risk as of Jan 30, 2017Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticTZACategory
    Alpha (against Standard Index)4.14N/A
    Beta (against Standard Index)-3.45N/A
    Mean Annual Return-2.73N/A
    R-squared (against Standard Index)62.15N/A
    Standard Deviation45.81N/A
    Sharpe Ratio-0.72N/A
    5 Years
    StatisticTZACategory
    Alpha (against Standard Index)-2.01N/A
    Beta (against Standard Index)-3.33N/A
    Mean Annual Return-3.95N/A
    R-squared (against Standard Index)68.05N/A
    Standard Deviation41.45N/A
    Sharpe Ratio-1.14N/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