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

56.58 Up 0.10(0.18%) Nov 25

Risk as of Oct 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)-1.89-10.66
Beta (against Standard Index)2.251.82
Mean Annual Return3.321.93
R-squared (against Standard Index)74.3162.00
Standard Deviation23.7322.88
Sharpe Ratio1.681.18
Treynor Ratio19.5914.22
5 Years
StatisticDXQLXCategory
Alpha (against Standard Index)4.47-7.49
Beta (against Standard Index)2.111.80
Mean Annual Return3.251.83
R-squared (against Standard Index)84.4372.94
Standard Deviation30.2228.61
Sharpe Ratio1.290.84
Treynor Ratio19.1912.05
10 Years
StatisticDXQLXCategory
Alpha (against Standard Index)N/A-3.19
Beta (against Standard Index)N/A1.73
Mean Annual ReturnN/A0.94
R-squared (against Standard Index)N/A75.28
Standard DeviationN/A30.30
Sharpe RatioN/A0.34
Treynor RatioN/A3.28