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Direxion Daily Real Estate Bear 3X ETF (DRV)

-NYSEArca
32.95 Down 0.93(2.74%) Oct 21, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDRVCategory
Alpha (against Standard Index)-3.70N/A
Beta (against Standard Index)-2.40N/A
Mean Annual Return-4.57N/A
R-squared (against Standard Index)35.00N/A
Standard Deviation42.82N/A
Sharpe Ratio-1.28N/A
5 Years
StatisticDRVCategory
Alpha (against Standard Index)-27.32N/A
Beta (against Standard Index)-2.39N/A
Mean Annual Return-5.35N/A
R-squared (against Standard Index)46.68N/A
Standard Deviation46.26N/A
Sharpe Ratio-1.39N/A
10 Years
StatisticDRVCategory
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