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Direxion Daily Emrg Mkts Bear 3X ETF (EDZ)

-PCX
30.07 Up 0.90(3.09%) Sep 12, 4:00PM EDT
|After Hours : 30.20 Up 0.13 (0.43%) Sep 12, 7:57PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEDZCategory
Alpha (against Standard Index)61.03N/A
Beta (against Standard Index)-4.36N/A
Mean Annual Return-1.98N/A
R-squared (against Standard Index)63.43N/A
Standard Deviation63.42N/A
Sharpe Ratio-0.38N/A
5 Years
StatisticEDZCategory
Alpha (against Standard Index)19.05N/A
Beta (against Standard Index)-3.51N/A
Mean Annual Return-3.22N/A
R-squared (against Standard Index)60.78N/A
Standard Deviation59.40N/A
Sharpe Ratio-0.65N/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