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    Direxion Mthly China Bull 2X Inv (DXHLX)

    48.52 Up 0.20(0.41%) Mar 2

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up4
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):75.48%
    Worst 1 Yr Total Return(Dec 30, 2008):-86.54%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticDXHLXCategory
    Alpha (against Standard Index)-9.13-8.94
    Beta (against Standard Index)1.251.71
    Mean Annual Return0.971.62
    R-squared (against Standard Index)10.1560.34
    Standard Deviation36.6222.57
    Sharpe Ratio0.321.01
    Treynor Ratio3.9511.30
    5 Years
    StatisticDXHLXCategory
    Alpha (against Standard Index)-19.59-7.38
    Beta (against Standard Index)1.951.78
    Mean Annual Return0.861.67
    R-squared (against Standard Index)35.8472.22
    Standard Deviation42.1328.06
    Sharpe Ratio0.240.79
    Treynor Ratio0.5010.91
    10 Years
    StatisticDXHLXCategory
    Alpha (against Standard Index)N/A-2.96
    Beta (against Standard Index)N/A1.72
    Mean Annual ReturnN/A0.87
    R-squared (against Standard Index)N/A74.94
    Standard DeviationN/A30.19
    Sharpe RatioN/A0.32
    Treynor RatioN/A2.92