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 Dow Up0.89% Nasdaq Up1.26%

Direxion Mthly Small Cap Bull 2X (DXRLX)

61.43 Up 2.07(3.49%) May 2


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up7
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2003):52.37%
Worst 1 Yr Total Return(Dec 30, 2008):-77.55%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDXRLXCategory
Alpha (against Standard Index)-5.34-1.92
Beta (against Standard Index)2.561.26
Mean Annual Return2.501.21
R-squared (against Standard Index)91.3289.03
Standard Deviation40.7919.99
Sharpe Ratio0.730.73
Treynor Ratio9.4410.64
5 Years
StatisticDXRLXCategory
Alpha (against Standard Index)-5.271.50
Beta (against Standard Index)2.751.21
Mean Annual Return1.040.88
R-squared (against Standard Index)89.2387.93
Standard Deviation55.0924.53
Sharpe Ratio0.220.42
Treynor Ratio-1.656.26
10 Years
StatisticDXRLXCategory
Alpha (against Standard Index)-10.351.66
Beta (against Standard Index)2.681.21
Mean Annual Return0.921.05
R-squared (against Standard Index)86.3183.47
Standard Deviation42.6219.66
Sharpe Ratio0.220.56
Treynor Ratio-0.277.92