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

    55.61 Up 0.36(0.65%) Dec 19

    Risk as of Nov 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)1.06-10.59
    Beta (against Standard Index)2.231.81
    Mean Annual Return3.722.06
    R-squared (against Standard Index)74.3961.17
    Standard Deviation23.3922.79
    Sharpe Ratio1.901.26
    Treynor Ratio22.8515.47
    5 Years
    StatisticDXQLXCategory
    Alpha (against Standard Index)5.08-7.73
    Beta (against Standard Index)2.121.80
    Mean Annual Return3.201.72
    R-squared (against Standard Index)84.1272.61
    Standard Deviation30.0728.34
    Sharpe Ratio1.270.80
    Treynor Ratio18.7311.11
    10 Years
    StatisticDXQLXCategory
    Alpha (against Standard Index)N/A-3.35
    Beta (against Standard Index)N/A1.72
    Mean Annual ReturnN/A0.90
    R-squared (against Standard Index)N/A75.19
    Standard DeviationN/A30.24
    Sharpe RatioN/A0.33
    Treynor RatioN/A3.07