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    Direxion Daily Emrg Mkts Bear 3X ETF (EDZ)

    -NYSEArca
    33.01 Up 0.73(2.26%) Jan 23, 4:00PM EST
    |After Hours : 33.02 Up 0.01 (0.03%) Jan 23, 4:15PM EST

    Risk as of Dec 30, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticEDZCategory
    Alpha (against Standard Index)46.46N/A
    Beta (against Standard Index)-3.55N/A
    Mean Annual Return-1.77N/A
    R-squared (against Standard Index)46.80N/A
    Standard Deviation47.28N/A
    Sharpe Ratio-0.45N/A
    5 Years
    StatisticEDZCategory
    Alpha (against Standard Index)32.80N/A
    Beta (against Standard Index)-3.51N/A
    Mean Annual Return-1.71N/A
    R-squared (against Standard Index)59.49N/A
    Standard Deviation59.09N/A
    Sharpe Ratio-0.35N/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