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Direxion Daily Energy Bull 3X ETF (ERX)

-NYSEArca
118.65 Down 4.61(3.74%) 4:00PM EDT
|After Hours : 118.65 0.00 (0.00%) 5:09PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticERXCategory
Alpha (against Standard Index)-38.20N/A
Beta (against Standard Index)4.26N/A
Mean Annual Return2.62N/A
R-squared (against Standard Index)79.93N/A
Standard Deviation58.14N/A
Sharpe Ratio0.54N/A
5 Years
StatisticERXCategory
Alpha (against Standard Index)-16.93N/A
Beta (against Standard Index)3.73N/A
Mean Annual Return3.69N/A
R-squared (against Standard Index)74.40N/A
Standard Deviation56.96N/A
Sharpe Ratio0.78N/A
10 Years
StatisticERXCategory
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