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Direxion Daily Energy Bull 3X ETF (ERX)

-PCX
78.92 Up 5.16(7.00%) 12:10PM EDT - Nasdaq Real Time Price

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticERXCategory
Alpha (against Standard Index)-36.99N/A
Beta (against Standard Index)4.06N/A
Mean Annual Return4.15N/A
R-squared (against Standard Index)71.68N/A
Standard Deviation50.68N/A
Sharpe Ratio0.98N/A
5 Years
StatisticERXCategory
Alpha (against Standard Index)-20.98N/A
Beta (against Standard Index)3.77N/A
Mean Annual Return3.11N/A
R-squared (against Standard Index)74.30N/A
Standard Deviation57.76N/A
Sharpe Ratio0.64N/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