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

50.24 Up 0.74(1.49%) Oct 24

Risk as of Sep 29, 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)-0.81-10.76
Beta (against Standard Index)2.141.83
Mean Annual Return3.752.36
R-squared (against Standard Index)77.5566.53
Standard Deviation25.7225.19
Sharpe Ratio1.751.27
Treynor Ratio23.7218.36
5 Years
StatisticDXQLXCategory
Alpha (against Standard Index)3.85-8.09
Beta (against Standard Index)2.121.81
Mean Annual Return3.061.66
R-squared (against Standard Index)84.5773.23
Standard Deviation30.5028.81
Sharpe Ratio1.200.76
Treynor Ratio17.6010.46
10 Years
StatisticDXQLXCategory
Alpha (against Standard Index)N/A-3.09
Beta (against Standard Index)N/A1.73
Mean Annual ReturnN/A0.93
R-squared (against Standard Index)N/A75.29
Standard DeviationN/A30.26
Sharpe RatioN/A0.34
Treynor RatioN/A3.23