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Direxion Daily Real Estate Bull 3X ETF (DRN)

-NYSEArca
62.86 2.69(4.47%) Oct 20, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDRNCategory
Alpha (against Standard Index)-9.70N/A
Beta (against Standard Index)2.58N/A
Mean Annual Return3.78N/A
R-squared (against Standard Index)36.98N/A
Standard Deviation44.76N/A
Sharpe Ratio1.01N/A
5 Years
StatisticDRNCategory
Alpha (against Standard Index)-5.26N/A
Beta (against Standard Index)2.96N/A
Mean Annual Return3.38N/A
R-squared (against Standard Index)57.37N/A
Standard Deviation51.67N/A
Sharpe Ratio0.78N/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