• FirefoxUpgrade to the new Firefox »
  •  Dow Down1.65% Nasdaq Down1.89%

    Direxion Mthly Small Cap Bull 2X (DXRLX)

    48.44 Down 0.50(1.02%) Jan 27

    Risk as of Dec 30, 2014Get 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)-10.24-10.69
    Beta (against Standard Index)2.411.82
    Mean Annual Return2.982.00
    R-squared (against Standard Index)68.1761.31
    Standard Deviation26.6022.98
    Sharpe Ratio1.341.21
    Treynor Ratio15.5714.51
    5 Years
    StatisticDXRLXCategory
    Alpha (against Standard Index)-8.00-8.66
    Beta (against Standard Index)2.541.80
    Mean Annual Return2.561.57
    R-squared (against Standard Index)84.6672.96
    Standard Deviation35.9428.29
    Sharpe Ratio0.850.74
    Treynor Ratio10.739.99
    10 Years
    StatisticDXRLXCategory
    Alpha (against Standard Index)-10.57-3.42
    Beta (against Standard Index)2.741.72
    Mean Annual Return0.840.85
    R-squared (against Standard Index)85.7275.09
    Standard Deviation43.4230.22
    Sharpe Ratio0.200.31
    Treynor Ratio-0.632.64