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Direxion Daily Energy Bull 3X ETF (ERX)

-PCX
106.76 Down 0.31(0.29%) Sep 19, 4:00PM EDT
|After Hours : 106.76 0.00 (0.00%) Sep 19, 4:40PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticERXCategory
Alpha (against Standard Index)-34.77N/A
Beta (against Standard Index)4.08N/A
Mean Annual Return3.73N/A
R-squared (against Standard Index)76.85N/A
Standard Deviation54.00N/A
Sharpe Ratio0.83N/A
5 Years
StatisticERXCategory
Alpha (against Standard Index)-16.23N/A
Beta (against Standard Index)3.74N/A
Mean Annual Return3.78N/A
R-squared (against Standard Index)74.88N/A
Standard Deviation56.96N/A
Sharpe Ratio0.80N/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