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Saturday, December 12, 2009, 3:57AM ET - U.S. Markets Closed. Dow Up 0.63% Nasdaq Down 0.03%
Direxion Mthly Small Cap Bear 2X (DXRSX)On Dec 11: 2.47  Down 0.05 (1.98%)  
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Risk  As of 30-Nov-09Get 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
StatisticDXRSXCategory
Alpha (against Standard Index)-40.91-19.78
Beta (against Standard Index)18.869.53
Mean Annual Return-26.22-0.42
R-squared (against Standard Index)35.30
Standard Deviation56.6629.78
Sharpe Ratio-0.29N/A
Treynor Ratio-1.51N/A
5 Years
StatisticDXRSXCategory
Alpha (against Standard Index)-32.39-14.37
Beta (against Standard Index)16.099.21
Mean Annual Return-25.07-0.38
R-squared (against Standard Index)25.17
Standard Deviation47.0023.56
Sharpe Ratio-0.43N/A
Treynor Ratio-1.74N/A
10 Years
StatisticDXRSXCategory
Alpha (against Standard Index)N/A-5.00
Beta (against Standard Index)N/A6.06
Mean Annual ReturnN/A0.12
R-squared (against Standard Index)N/A1.74
Standard DeviationN/A25.75
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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