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    Direxion Mthly China Bull 2X Inv (DXHLX)

    40.71 Up 0.36(0.89%) Dec 18

    Risk as of Nov 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)-16.45-10.59
    Beta (against Standard Index)1.601.81
    Mean Annual Return1.242.06
    R-squared (against Standard Index)13.9561.17
    Standard Deviation38.7722.79
    Sharpe Ratio0.381.26
    Treynor Ratio4.6815.47
    5 Years
    StatisticDXHLXCategory
    Alpha (against Standard Index)-27.78-7.73
    Beta (against Standard Index)2.051.80
    Mean Annual Return0.361.72
    R-squared (against Standard Index)38.2472.61
    Standard Deviation42.9928.34
    Sharpe Ratio0.100.80
    Treynor Ratio-2.5711.11
    10 Years
    StatisticDXHLXCategory
    Alpha (against Standard Index)N/A-3.35
    Beta (against Standard Index)N/A1.72
    Mean Annual ReturnN/A0.90
    R-squared (against Standard Index)N/A75.19
    Standard DeviationN/A30.24
    Sharpe RatioN/A0.33
    Treynor RatioN/A3.07