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    Direxion Mthly Small Cap Bull 2X (DXRLX)

    53.18 Down 0.42(0.78%) Mar 31

    Risk as of Feb 27, 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)-9.17-8.90
    Beta (against Standard Index)2.371.71
    Mean Annual Return2.611.70
    R-squared (against Standard Index)70.5061.24
    Standard Deviation26.8422.88
    Sharpe Ratio1.161.04
    Treynor Ratio13.3212.29
    5 Years
    StatisticDXRLXCategory
    Alpha (against Standard Index)-8.72-7.51
    Beta (against Standard Index)2.531.78
    Mean Annual Return2.631.73
    R-squared (against Standard Index)84.7372.43
    Standard Deviation36.0228.24
    Sharpe Ratio0.870.81
    Treynor Ratio11.1411.41
    10 Years
    StatisticDXRLXCategory
    Alpha (against Standard Index)-10.55-3.04
    Beta (against Standard Index)2.731.72
    Mean Annual Return0.920.92
    R-squared (against Standard Index)85.8175.15
    Standard Deviation43.5730.27
    Sharpe Ratio0.220.34
    Treynor Ratio-0.323.24