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Direxion Daily Emrg Mkts Bull 3X ETF (EDC)

-NYSEArca
34.76 Down 0.98(2.74%) 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEDCCategory
Alpha (against Standard Index)-68.65N/A
Beta (against Standard Index)4.17N/A
Mean Annual Return-0.04N/A
R-squared (against Standard Index)64.54N/A
Standard Deviation63.30N/A
Sharpe Ratio-0.01N/A
5 Years
StatisticEDCCategory
Alpha (against Standard Index)-46.09N/A
Beta (against Standard Index)3.87N/A
Mean Annual Return1.45N/A
R-squared (against Standard Index)65.35N/A
Standard Deviation63.04N/A
Sharpe Ratio0.27N/A
10 Years
StatisticEDCCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A