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Thursday, December 17, 2009, 1:55PM ET - U.S. Markets close in 2 hours and 5 minutes. Dow Down 1.00% Nasdaq Down 1.05%
Direxion Mthly Small Cap Bull 2.5X (DXRLX)On Dec 16: 28.49  Up 0.45 (1.60%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2004):18.13%
Worst 1 Yr Total Return (2008):-77.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticDXRLXCategory
Alpha (against Standard Index)-13.78-0.48
Beta (against Standard Index)2.841.16
Mean Annual Return-39.70-0.45
R-squared (against Standard Index)8886.39
Standard Deviation60.1424.75
Sharpe Ratio-0.52N/A
Treynor Ratio-14.76N/A
5 Years
StatisticDXRLXCategory
Alpha (against Standard Index)-13.490.00
Beta (against Standard Index)2.831.17
Mean Annual Return-23.680.16
R-squared (against Standard Index)8683.41
Standard Deviation48.7920.64
Sharpe Ratio-0.33N/A
Treynor Ratio-9.42N/A
10 Years
StatisticDXRLXCategory
Alpha (against Standard Index)-2.027.16
Beta (against Standard Index)1.951.00
Mean Annual Return-11.290.66
R-squared (against Standard Index)6564.42
Standard Deviation39.2920.26
Sharpe Ratio-0.16N/A
Treynor Ratio-7.29N/A

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