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    Direxion Mthly Small Cap Bull 2X (DXRLX)

    51.46 Down 0.46(0.89%) Feb 27

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up9
    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)-9.80-8.94
    Beta (against Standard Index)2.341.71
    Mean Annual Return2.411.62
    R-squared (against Standard Index)68.2660.34
    Standard Deviation26.3222.57
    Sharpe Ratio1.101.01
    Treynor Ratio12.3111.30
    5 Years
    StatisticDXRLXCategory
    Alpha (against Standard Index)-8.19-7.38
    Beta (against Standard Index)2.551.78
    Mean Annual Return2.581.67
    R-squared (against Standard Index)84.6672.22
    Standard Deviation35.8928.06
    Sharpe Ratio0.860.79
    Treynor Ratio10.8110.91
    10 Years
    StatisticDXRLXCategory
    Alpha (against Standard Index)-10.56-2.96
    Beta (against Standard Index)2.741.72
    Mean Annual Return0.830.87
    R-squared (against Standard Index)85.7374.94
    Standard Deviation43.4430.19
    Sharpe Ratio0.200.32
    Treynor Ratio-0.672.92