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Direxion Mthly Small Cap Bear 2X (DXRSX)
On
Dec 11
:
2.47
0.05
(1.98%)
MORE ON DXRSX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
4
Best 1 Yr Total Return
(2008)
:
11.65%
Worst 1 Yr Total Return
(2006)
:
-31.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DXRSX
Category
Alpha (against Standard Index)
-40.91
-19.78
Beta (against Standard Index)
18.86
9.53
Mean Annual Return
-26.22
-0.42
R-squared (against Standard Index)
3
5.30
Standard Deviation
56.66
29.78
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-1.51
N/A
5 Years
Statistic
DXRSX
Category
Alpha (against Standard Index)
-32.39
-14.37
Beta (against Standard Index)
16.09
9.21
Mean Annual Return
-25.07
-0.38
R-squared (against Standard Index)
2
5.17
Standard Deviation
47.00
23.56
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-1.74
N/A
10 Years
Statistic
DXRSX
Category
Alpha (against Standard Index)
N/A
-5.00
Beta (against Standard Index)
N/A
6.06
Mean Annual Return
N/A
0.12
R-squared (against Standard Index)
N/A
1.74
Standard Deviation
N/A
25.75
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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