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Thursday, December 10, 2009, 4:21PM ET - U.S. Markets Closed. Dow Up 0.67% Nasdaq Up 0.33%
Direxion Mthly Commodity Bull 2X (DXCLX)On Dec 9: 46.00  Up 1.09 (2.43%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:2
Number of Years Down:1
Best 1 Yr Total Return (2007):87.57%
Worst 1 Yr Total Return (2008):-76.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticDXCLXCategory
Alpha (against Standard Index)29.499.84
Beta (against Standard Index)2.511.13
Mean Annual Return-8.730.30
R-squared (against Standard Index)6649.03
Standard Deviation60.2031.65
Sharpe Ratio0.17N/A
Treynor Ratio-4.43N/A
5 Years
StatisticDXCLXCategory
Alpha (against Standard Index)N/A10.78
Beta (against Standard Index)N/A1.16
Mean Annual ReturnN/A1.02
R-squared (against Standard Index)N/A43.88
Standard DeviationN/A28.35
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticDXCLXCategory
Alpha (against Standard Index)N/A13.33
Beta (against Standard Index)N/A0.90
Mean Annual ReturnN/A1.16
R-squared (against Standard Index)N/A35.23
Standard DeviationN/A25.46
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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