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

Monday, December 21, 2009, 8:46PM ET - U.S. Markets Closed. Dow Up 0.83% Nasdaq Up 1.17%
Direxion Mthly Emerg Mkts Bear 2X (DXESX)On Dec 21: 1.61   0.00 (0.00%)  
MORE ON DXESX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:
Number of Years Up:0
Number of Years Down:3
Best 1 Yr Total Return (2008):-22.69%
Worst 1 Yr Total Return (2007):-52.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticDXESXCategory
Alpha (against Standard Index)-65.46-19.78
Beta (against Standard Index)-7.379.53
Mean Annual Return-58.80-0.42
R-squared (against Standard Index)15.30
Standard Deviation48.3029.78
Sharpe Ratio-1.56N/A
Treynor Ratio8.29N/A
5 Years
StatisticDXESXCategory
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
StatisticDXESXCategory
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