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Direxion Daily Emrg Mkts Bear 3X ETF (EDZ)

-NYSEArca
27.97 Up 0.18(0.65%) 3:41PM EDT - Nasdaq Real Time Price

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEDZCategory
Alpha (against Standard Index)51.84N/A
Beta (against Standard Index)-4.15N/A
Mean Annual Return-1.33N/A
R-squared (against Standard Index)62.70N/A
Standard Deviation63.99N/A
Sharpe Ratio-0.25N/A
5 Years
StatisticEDZCategory
Alpha (against Standard Index)20.16N/A
Beta (against Standard Index)-3.49N/A
Mean Annual Return-3.09N/A
R-squared (against Standard Index)60.16N/A
Standard Deviation59.35N/A
Sharpe Ratio-0.62N/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