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Direxion Mthly China Bull 2X Inv (DXHLX)

39.08 Down 0.66(1.66%) Nov 25

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up3
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
Alpha (against Standard Index)-15.33-10.66
Beta (against Standard Index)1.581.82
Mean Annual Return1.171.93
R-squared (against Standard Index)13.7362.00
Standard Deviation38.7522.88
Sharpe Ratio0.361.18
Treynor Ratio4.2114.22
5 Years
Alpha (against Standard Index)-27.85-7.49
Beta (against Standard Index)2.041.80
Mean Annual Return0.471.83
R-squared (against Standard Index)38.7472.94
Standard Deviation43.1628.61
Sharpe Ratio0.130.84
Treynor Ratio-2.0312.05
10 Years
Alpha (against Standard Index)N/A-3.19
Beta (against Standard Index)N/A1.73
Mean Annual ReturnN/A0.94
R-squared (against Standard Index)N/A75.28
Standard DeviationN/A30.30
Sharpe RatioN/A0.34
Treynor RatioN/A3.28