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Direxion Daily Dev Mkts Bear 3X ETF (DPK)

-NYSEArca
37.06 0.83(2.29%) Oct 22, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDPKCategory
Alpha (against Standard Index)22.78N/A
Beta (against Standard Index)-3.35N/A
Mean Annual Return-4.05N/A
R-squared (against Standard Index)67.68N/A
Standard Deviation42.99N/A
Sharpe Ratio-1.13N/A
5 Years
StatisticDPKCategory
Alpha (against Standard Index)13.58N/A
Beta (against Standard Index)-3.16N/A
Mean Annual Return-2.93N/A
R-squared (against Standard Index)75.74N/A
Standard Deviation47.89N/A
Sharpe Ratio-0.73N/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