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Direxion Daily Real Estate Bull 3X ETF (DRN)

-NYSEArca
55.14 Down 1.27(2.26%) 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDRNCategory
Alpha (against Standard Index)-13.11N/A
Beta (against Standard Index)2.76N/A
Mean Annual Return3.39N/A
R-squared (against Standard Index)44.89N/A
Standard Deviation47.72N/A
Sharpe Ratio0.85N/A
5 Years
StatisticDRNCategory
Alpha (against Standard Index)-1.18N/A
Beta (against Standard Index)2.94N/A
Mean Annual Return3.94N/A
R-squared (against Standard Index)57.51N/A
Standard Deviation51.06N/A
Sharpe Ratio0.92N/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