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Direxion Mthly Small Cap Bull 2X (DXRLX)

42.07 Up 1.33(3.26%) Oct 21

Risk as of Sep 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)-15.49-10.76
Beta (against Standard Index)2.581.83
Mean Annual Return3.312.36
R-squared (against Standard Index)80.6166.53
Standard Deviation30.4025.19
Sharpe Ratio1.301.27
Treynor Ratio16.1418.36
5 Years
StatisticDXRLXCategory
Alpha (against Standard Index)-10.70-8.09
Beta (against Standard Index)2.551.81
Mean Annual Return2.401.66
R-squared (against Standard Index)83.3473.23
Standard Deviation36.8928.81
Sharpe Ratio0.780.76
Treynor Ratio9.5710.46
10 Years
StatisticDXRLXCategory
Alpha (against Standard Index)-11.85-3.09
Beta (against Standard Index)2.731.73
Mean Annual Return0.820.93
R-squared (against Standard Index)86.3275.29
Standard Deviation43.3430.26
Sharpe Ratio0.190.34
Treynor Ratio-0.743.23