Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, December 16, 2009, 3:48PM ET - U.S. Markets close in 12 mins.. Dow Down 0.04% Nasdaq Up 0.27%
Direxion Mthly Dollar Bear 2X Inv (DXDDX)On Dec 15: 22.90  Down 0.37 (1.59%)  
MORE ON DXDDX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):23.45%
Worst 1 Yr Total Return (2008):-15.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticDXDDXCategory
Alpha (against Standard Index)9.47-19.78
Beta (against Standard Index)-1.699.53
Mean Annual Return6.71-0.42
R-squared (against Standard Index)05.30
Standard Deviation24.5729.78
Sharpe Ratio0.30N/A
Treynor Ratio-2.63N/A
5 Years
StatisticDXDDXCategory
Alpha (against Standard Index)N/A-14.37
Beta (against Standard Index)N/A9.21
Mean Annual ReturnN/A-0.38
R-squared (against Standard Index)N/A5.17
Standard DeviationN/A23.56
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticDXDDXCategory
Alpha (against Standard Index)N/A-5.00
Beta (against Standard Index)N/A6.06
Mean Annual ReturnN/A0.12
R-squared (against Standard Index)N/A1.74
Standard DeviationN/A25.75
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center