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Direxion Daily Dev Mkts Bear 3X ETF (DPK)

-NYSEArca
29.38 Down 0.07(0.24%) Aug 29, 3:57PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDPKCategory
Alpha (against Standard Index)16.83N/A
Beta (against Standard Index)-3.36N/A
Mean Annual Return-3.16N/A
R-squared (against Standard Index)73.80N/A
Standard Deviation47.71N/A
Sharpe Ratio-0.80N/A
5 Years
StatisticDPKCategory
Alpha (against Standard Index)9.51N/A
Beta (against Standard Index)-3.18N/A
Mean Annual Return-3.55N/A
R-squared (against Standard Index)76.92N/A
Standard Deviation47.82N/A
Sharpe Ratio-0.89N/A
10 Years
StatisticDPKCategory
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