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

50.97 Down 0.60(1.16%) Sep 12

Risk as of Aug 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)3.01-11.64
Beta (against Standard Index)2.021.87
Mean Annual Return3.541.58
R-squared (against Standard Index)77.7571.46
Standard Deviation26.6228.01
Sharpe Ratio1.590.79
Treynor Ratio23.1510.98
5 Years
StatisticDXQLXCategory
Alpha (against Standard Index)4.56-7.48
Beta (against Standard Index)2.141.81
Mean Annual Return3.331.85
R-squared (against Standard Index)84.1272.73
Standard Deviation30.8428.80
Sharpe Ratio1.290.84
Treynor Ratio19.4011.83
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