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Direxion Mthly 10 Year Note Bear 2.5X (DXKSX)
On
Dec 18
:
10.74
0.09
(0.85%)
MORE ON DXKSX
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Risk
As of 30-Nov-09
Get
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
Statistic
DXKSX
Category
Alpha (against Standard Index)
-0.60
-19.78
Beta (against Standard Index)
-12.50
9.53
Mean Annual Return
-15.67
-0.42
R-squared (against Standard Index)
8
5.30
Standard Deviation
21.05
29.78
Sharpe Ratio
-0.81
N/A
Treynor Ratio
1.44
N/A
5 Years
Statistic
DXKSX
Category
Alpha (against Standard Index)
-2.37
-14.37
Beta (against Standard Index)
-12.73
9.21
Mean Annual Return
-10.02
-0.38
R-squared (against Standard Index)
10
5.17
Standard Deviation
17.59
23.56
Sharpe Ratio
-0.68
N/A
Treynor Ratio
1.02
N/A
10 Years
Statistic
DXKSX
Category
Alpha (against Standard Index)
N/A
-5.00
Beta (against Standard Index)
N/A
6.06
Mean Annual Return
N/A
0.12
R-squared (against Standard Index)
N/A
1.74
Standard Deviation
N/A
25.75
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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