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 Dow Up0.11% Nasdaq Up0.20%

Direxion Mthly Small Cap Bull 2X (DXRLX)

45.84 Up 0.16(0.35%) Jul 23

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up8
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2013):86.66%
Worst 1 Yr Total Return(Dec 30, 2008):-77.55%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDXRLXCategory
Alpha (against Standard Index)-12.96-11.71
Beta (against Standard Index)2.581.87
Mean Annual Return2.401.54
R-squared (against Standard Index)87.2371.90
Standard Deviation33.9328.00
Sharpe Ratio0.840.77
Treynor Ratio9.9510.71
5 Years
StatisticDXRLXCategory
Alpha (against Standard Index)-5.76-7.58
Beta (against Standard Index)2.551.81
Mean Annual Return3.392.12
R-squared (against Standard Index)84.4773.49
Standard Deviation37.1429.21
Sharpe Ratio1.090.94
Treynor Ratio15.5513.99
10 Years
StatisticDXRLXCategory
Alpha (against Standard Index)-9.79-2.95
Beta (against Standard Index)2.721.70
Mean Annual Return0.910.88
R-squared (against Standard Index)86.6173.71
Standard Deviation42.9930.20
Sharpe Ratio0.220.32
Treynor Ratio-0.312.96