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Direxion Daily Real Estate Bull 3X ETF (DRN)

-NYSEArca
75.10 Up 0.59(0.79%) Nov 28, 1:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDRNCategory
Alpha (against Standard Index)3.13N/A
Beta (against Standard Index)2.09N/A
Mean Annual Return3.50N/A
R-squared (against Standard Index)20.41N/A
Standard Deviation42.07N/A
Sharpe Ratio1.00N/A
5 Years
StatisticDRNCategory
Alpha (against Standard Index)2.04N/A
Beta (against Standard Index)2.96N/A
Mean Annual Return4.19N/A
R-squared (against Standard Index)54.85N/A
Standard Deviation52.43N/A
Sharpe Ratio0.96N/A
10 Years
StatisticDRNCategory
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