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Direxion Mthly China Bull 2X Inv (DXHLX)

39.69 Down 0.85(2.10%) Sep 19

Risk as of Aug 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
StatisticDXHLXCategory
Alpha (against Standard Index)-37.20-11.16
Beta (against Standard Index)2.551.86
Mean Annual Return1.042.09
R-squared (against Standard Index)36.6269.75
Standard Deviation48.9026.92
Sharpe Ratio0.261.05
Treynor Ratio-0.0315.33
5 Years
StatisticDXHLXCategory
Alpha (against Standard Index)-24.52-7.26
Beta (against Standard Index)1.991.81
Mean Annual Return0.691.89
R-squared (against Standard Index)37.5073.18
Standard Deviation42.8428.77
Sharpe Ratio0.190.85
Treynor Ratio-0.6812.08
10 Years
StatisticDXHLXCategory
Alpha (against Standard Index)N/A-2.94
Beta (against Standard Index)N/A1.70
Mean Annual ReturnN/A0.96
R-squared (against Standard Index)N/A73.84
Standard DeviationN/A30.12
Sharpe RatioN/A0.35
Treynor RatioN/A3.56