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Direxion Mthly Small Cap Bull 2X (DXRLX)

44.80 Down 0.99(2.16%) Sep 19

Risk as of Aug 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)-14.34-11.16
Beta (against Standard Index)2.591.86
Mean Annual Return3.022.09
R-squared (against Standard Index)84.6569.75
Standard Deviation32.7126.92
Sharpe Ratio1.111.05
Treynor Ratio13.8215.33
5 Years
StatisticDXRLXCategory
Alpha (against Standard Index)-7.89-7.26
Beta (against Standard Index)2.541.81
Mean Annual Return2.841.89
R-squared (against Standard Index)83.6073.18
Standard Deviation36.6528.77
Sharpe Ratio0.930.85
Treynor Ratio12.2412.08
10 Years
StatisticDXRLXCategory
Alpha (against Standard Index)-10.66-2.94
Beta (against Standard Index)2.731.70
Mean Annual Return0.970.96
R-squared (against Standard Index)86.4273.84
Standard Deviation43.1730.12
Sharpe Ratio0.230.35
Treynor Ratio-0.063.56