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Sunday, December 20, 2009, 11:36PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
Direxion Mthly 10 Year Note Bear 2.5X (DXKSX)On Dec 18: 10.74  Up 0.09 (0.85%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:
Number of Years Up:2
Number of Years Down:2
Best 1 Yr Total Return (2006):4.64%
Worst 1 Yr Total Return (2008):-39.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticDXKSXCategory
Alpha (against Standard Index)-0.60-19.78
Beta (against Standard Index)-12.509.53
Mean Annual Return-15.67-0.42
R-squared (against Standard Index)85.30
Standard Deviation21.0529.78
Sharpe Ratio-0.81N/A
Treynor Ratio1.44N/A
5 Years
StatisticDXKSXCategory
Alpha (against Standard Index)-2.37-14.37
Beta (against Standard Index)-12.739.21
Mean Annual Return-10.02-0.38
R-squared (against Standard Index)105.17
Standard Deviation17.5923.56
Sharpe Ratio-0.68N/A
Treynor Ratio1.02N/A
10 Years
StatisticDXKSXCategory
Alpha (against Standard Index)N/A-5.00
Beta (against Standard Index)N/A6.06
Mean Annual ReturnN/A0.12
R-squared (against Standard Index)N/A1.74
Standard DeviationN/A25.75
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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