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    Direxion Mthly China Bull 2X Inv (DXHLX)

    50.43 Up 3.62(7.73%) Mar 30

    Risk as of Feb 27, 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)-9.24-8.90
    Beta (against Standard Index)1.321.71
    Mean Annual Return1.101.70
    R-squared (against Standard Index)11.4061.24
    Standard Deviation36.9922.88
    Sharpe Ratio0.361.04
    Treynor Ratio4.8912.29
    5 Years
    StatisticDXHLXCategory
    Alpha (against Standard Index)-19.61-7.51
    Beta (against Standard Index)1.961.78
    Mean Annual Return0.961.73
    R-squared (against Standard Index)36.5072.43
    Standard Deviation42.3628.24
    Sharpe Ratio0.270.81
    Treynor Ratio1.0511.41
    10 Years
    StatisticDXHLXCategory
    Alpha (against Standard Index)N/A-3.04
    Beta (against Standard Index)N/A1.72
    Mean Annual ReturnN/A0.92
    R-squared (against Standard Index)N/A75.15
    Standard DeviationN/A30.27
    Sharpe RatioN/A0.34
    Treynor RatioN/A3.24