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Direxion Daily Emrg Mkts Bear 3X Shares (EDZ)

-NYSEArca
28.34 0.37(1.29%) Jul 24, 4:00PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEDZCategory
Alpha (against Standard Index)52.97N/A
Beta (against Standard Index)-4.16N/A
Mean Annual Return-1.16N/A
R-squared (against Standard Index)63.41N/A
Standard Deviation63.97N/A
Sharpe Ratio-0.22N/A
5 Years
StatisticEDZCategory
Alpha (against Standard Index)22.70N/A
Beta (against Standard Index)-3.57N/A
Mean Annual Return-3.51N/A
R-squared (against Standard Index)62.38N/A
Standard Deviation60.62N/A
Sharpe Ratio-0.70N/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