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    Direxion Mthly Small Cap Bull 2X (DXRLX)

    50.07 Up 0.68(1.38%) Dec 26

    Risk as of Nov 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)-13.86-10.59
    Beta (against Standard Index)2.471.81
    Mean Annual Return2.862.06
    R-squared (against Standard Index)70.6461.17
    Standard Deviation26.5722.79
    Sharpe Ratio1.291.26
    Treynor Ratio14.4215.47
    5 Years
    StatisticDXRLXCategory
    Alpha (against Standard Index)-7.33-7.73
    Beta (against Standard Index)2.571.80
    Mean Annual Return2.741.72
    R-squared (against Standard Index)83.6072.61
    Standard Deviation36.4428.34
    Sharpe Ratio0.900.80
    Treynor Ratio11.6011.11
    10 Years
    StatisticDXRLXCategory
    Alpha (against Standard Index)-11.75-3.35
    Beta (against Standard Index)2.731.72
    Mean Annual Return0.820.90
    R-squared (against Standard Index)85.8775.19
    Standard Deviation43.4030.24
    Sharpe Ratio0.190.33
    Treynor Ratio-0.723.07