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Direxion Mthly China Bull 2X Inv (DXHLX)

41.82 Up 0.45(1.09%) Aug 22

Risk as of Jul 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)-36.00-11.64
Beta (against Standard Index)2.611.87
Mean Annual Return0.551.58
R-squared (against Standard Index)40.3271.46
Standard Deviation50.0928.01
Sharpe Ratio0.130.79
Treynor Ratio-2.4510.98
5 Years
Alpha (against Standard Index)-26.44-7.48
Beta (against Standard Index)1.961.81
Mean Annual Return0.481.85
R-squared (against Standard Index)35.6672.73
Standard Deviation43.2628.80
Sharpe Ratio0.130.84
Treynor Ratio-2.0411.83
10 Years
Alpha (against Standard Index)N/A-2.91
Beta (against Standard Index)N/A1.70
Mean Annual ReturnN/A0.91
R-squared (against Standard Index)N/A73.70
Standard DeviationN/A30.10
Sharpe RatioN/A0.33
Treynor RatioN/A3.20