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Direxion Mthly Small Cap Bull 2X (DXRLX)

45.64 Down 0.38(0.83%) Aug 20

Risk as of Jul 30, 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)-15.78-11.64
Beta (against Standard Index)2.621.87
Mean Annual Return2.261.58
R-squared (against Standard Index)86.1171.46
Standard Deviation34.5128.01
Sharpe Ratio0.780.79
Treynor Ratio8.9510.98
5 Years
StatisticDXRLXCategory
Alpha (against Standard Index)-8.27-7.48
Beta (against Standard Index)2.531.81
Mean Annual Return2.781.85
R-squared (against Standard Index)83.4572.73
Standard Deviation36.5428.80
Sharpe Ratio0.910.84
Treynor Ratio11.9411.83
10 Years
StatisticDXRLXCategory
Alpha (against Standard Index)-10.75-2.91
Beta (against Standard Index)2.731.70
Mean Annual Return0.880.91
R-squared (against Standard Index)86.3673.70
Standard Deviation43.0830.10
Sharpe Ratio0.210.33
Treynor Ratio-0.453.20