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    Direxion Mthly NASDAQ-100 Bull 2X Inv (DXQLX)

    55.36 Down 0.07(0.13%) Jan 26

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up7
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):144.20%
    Worst 1 Yr Total Return(Dec 30, 2008):-82.75%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticDXQLXCategory
    Alpha (against Standard Index)0.51-10.69
    Beta (against Standard Index)2.251.82
    Mean Annual Return3.632.00
    R-squared (against Standard Index)74.9261.31
    Standard Deviation23.7022.98
    Sharpe Ratio1.831.21
    Treynor Ratio21.8914.51
    5 Years
    StatisticDXQLXCategory
    Alpha (against Standard Index)2.92-8.66
    Beta (against Standard Index)2.131.80
    Mean Annual Return2.951.57
    R-squared (against Standard Index)84.4672.96
    Standard Deviation30.1028.29
    Sharpe Ratio1.170.74
    Treynor Ratio16.789.99
    10 Years
    StatisticDXQLXCategory
    Alpha (against Standard Index)N/A-3.42
    Beta (against Standard Index)N/A1.72
    Mean Annual ReturnN/A0.85
    R-squared (against Standard Index)N/A75.09
    Standard DeviationN/A30.22
    Sharpe RatioN/A0.31
    Treynor RatioN/A2.64