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    Direxion Mthly China Bull 2X Inv (DXHLX)

    43.12 Down 2.41(5.29%) Jan 30

    Risk as of Dec 30, 2014Get 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)-9.14-10.69
    Beta (against Standard Index)1.511.82
    Mean Annual Return1.652.00
    R-squared (against Standard Index)12.7361.31
    Standard Deviation38.5922.98
    Sharpe Ratio0.511.21
    Treynor Ratio8.5614.51
    5 Years
    StatisticDXHLXCategory
    Alpha (against Standard Index)-24.06-8.66
    Beta (against Standard Index)2.041.80
    Mean Annual Return0.581.57
    R-squared (against Standard Index)37.8072.96
    Standard Deviation43.0228.29
    Sharpe Ratio0.160.74
    Treynor Ratio-1.359.99
    10 Years
    StatisticDXHLXCategory
    Alpha (against Standard Index)N/A-3.42
    Beta (against Standard Index)N/A1.72
    Mean Annual ReturnN/A0.85
    R-squared (against Standard Index)N/A75.09
    Standard DeviationN/A30.22
    Sharpe RatioN/A0.31
    Treynor RatioN/A2.64