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Direxion Mthly China Bull 2X Inv (DXHLX)

39.59 Up 0.92(2.38%) Oct 31

Risk as of Sep 29, 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
StatisticDXHLXCategory
Alpha (against Standard Index)-21.76-10.76
Beta (against Standard Index)2.071.83
Mean Annual Return1.872.36
R-squared (against Standard Index)25.9166.53
Standard Deviation42.8925.19
Sharpe Ratio0.521.27
Treynor Ratio6.9418.36
5 Years
StatisticDXHLXCategory
Alpha (against Standard Index)-26.40-8.09
Beta (against Standard Index)2.001.81
Mean Annual Return0.381.66
R-squared (against Standard Index)37.7273.23
Standard Deviation43.0328.81
Sharpe Ratio0.100.76
Treynor Ratio-2.5110.46
10 Years
StatisticDXHLXCategory
Alpha (against Standard Index)N/A-3.09
Beta (against Standard Index)N/A1.73
Mean Annual ReturnN/A0.93
R-squared (against Standard Index)N/A75.29
Standard DeviationN/A30.26
Sharpe RatioN/A0.34
Treynor RatioN/A3.23