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Direxion Daily Energy Bull 3X ETF (ERX)

-NYSEArca
77.36 Down 3.05(3.79%) Nov 26, 4:00PM EST
|After Hours : 77.80 Up 0.44 (0.57%) Nov 26, 7:59PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticERXCategory
Alpha (against Standard Index)-36.75N/A
Beta (against Standard Index)3.46N/A
Mean Annual Return2.29N/A
R-squared (against Standard Index)56.91N/A
Standard Deviation41.68N/A
Sharpe Ratio0.66N/A
5 Years
StatisticERXCategory
Alpha (against Standard Index)-28.55N/A
Beta (against Standard Index)3.80N/A
Mean Annual Return2.80N/A
R-squared (against Standard Index)73.90N/A
Standard Deviation58.13N/A
Sharpe Ratio0.58N/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