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Direxion Mthly Small Cap Bull 2X (DXRLX)

47.70 Down 0.03(0.06%) Nov 25

Risk as of Oct 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)-12.13-10.66
Beta (against Standard Index)2.491.82
Mean Annual Return2.841.93
R-squared (against Standard Index)72.1662.00
Standard Deviation26.6122.88
Sharpe Ratio1.281.18
Treynor Ratio14.1414.22
5 Years
StatisticDXRLXCategory
Alpha (against Standard Index)-7.20-7.49
Beta (against Standard Index)2.531.80
Mean Annual Return2.841.83
R-squared (against Standard Index)83.0972.94
Standard Deviation36.4528.61
Sharpe Ratio0.930.84
Treynor Ratio12.3812.05
10 Years
StatisticDXRLXCategory
Alpha (against Standard Index)-11.08-3.19
Beta (against Standard Index)2.741.73
Mean Annual Return0.910.94
R-squared (against Standard Index)86.1575.28
Standard Deviation43.5130.30
Sharpe Ratio0.220.34
Treynor Ratio-0.363.28