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Direxion Daily Energy Bull 3X Shares (ERX)

-NYSEArca
128.58 2.90(2.21%) Jul 25, 4:00PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticERXCategory
Alpha (against Standard Index)-31.14N/A
Beta (against Standard Index)4.14N/A
Mean Annual Return2.97N/A
R-squared (against Standard Index)77.74N/A
Standard Deviation57.60N/A
Sharpe Ratio0.62N/A
5 Years
StatisticERXCategory
Alpha (against Standard Index)-16.88N/A
Beta (against Standard Index)3.62N/A
Mean Annual Return4.08N/A
R-squared (against Standard Index)73.17N/A
Standard Deviation56.73N/A
Sharpe Ratio0.86N/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