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    Direxion Daily Energy Bull 3X ETF (ERX)

    63.47 Up 4.98(8.51%) Dec 19, 4:00PM EST
    |After Hours : 63.50 Up 0.03 (0.05%) Dec 19, 7:57PM EST

    Risk as of Nov 29, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-47.78N/A
    Beta (against Standard Index)3.37N/A
    Mean Annual Return1.49N/A
    R-squared (against Standard Index)46.24N/A
    Standard Deviation44.78N/A
    Sharpe Ratio0.40N/A
    5 Years
    Alpha (against Standard Index)-32.71N/A
    Beta (against Standard Index)3.84N/A
    Mean Annual Return2.28N/A
    R-squared (against Standard Index)69.95N/A
    Standard Deviation59.54N/A
    Sharpe Ratio0.46N/A
    10 Years
    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