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Direxion Daily Emrg Mkts Bear 3X ETF (EDZ)

-NYSEArca
31.85 Down 1.25(3.78%) Nov 26, 4:00PM EST
|After Hours : 31.82 Down 0.02 (0.06%) Nov 26, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEDZCategory
Alpha (against Standard Index)40.50N/A
Beta (against Standard Index)-3.50N/A
Mean Annual Return-2.03N/A
R-squared (against Standard Index)45.69N/A
Standard Deviation47.06N/A
Sharpe Ratio-0.52N/A
5 Years
StatisticEDZCategory
Alpha (against Standard Index)27.47N/A
Beta (against Standard Index)-3.54N/A
Mean Annual Return-2.52N/A
R-squared (against Standard Index)60.78N/A
Standard Deviation59.68N/A
Sharpe Ratio-0.51N/A
10 Years
StatisticEDZCategory
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