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

50.93 Down 0.17(0.33%) Aug 28

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up6
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)2.98-11.64
Beta (against Standard Index)2.001.87
Mean Annual Return2.981.58
R-squared (against Standard Index)79.2271.46
Standard Deviation27.4628.01
Sharpe Ratio1.300.79
Treynor Ratio18.6010.98
5 Years
StatisticDXQLXCategory
Alpha (against Standard Index)3.58-7.48
Beta (against Standard Index)2.131.81
Mean Annual Return3.211.85
R-squared (against Standard Index)83.4372.73
Standard Deviation30.6928.80
Sharpe Ratio1.250.84
Treynor Ratio18.6811.83
10 Years
StatisticDXQLXCategory
Alpha (against Standard Index)N/A-2.91
Beta (against Standard Index)N/A1.70
Mean Annual ReturnN/A0.91
R-squared (against Standard Index)N/A73.70
Standard DeviationN/A30.10
Sharpe RatioN/A0.33
Treynor RatioN/A3.20