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    Direxion Daily Energy Bear 3X ETF (ERY)

    19.99 Down 2.04(9.26%) 4:00PM EST
    |After Hours : 20.29 Up 0.30 (1.50%) 4:51PM EST - Nasdaq Real Time Price

    Risk as of Nov 29, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)41.72N/A
    Beta (against Standard Index)-3.55N/A
    Mean Annual Return-2.28N/A
    R-squared (against Standard Index)48.98N/A
    Standard Deviation45.87N/A
    Sharpe Ratio-0.60N/A
    5 Years
    Alpha (against Standard Index)15.23N/A
    Beta (against Standard Index)-3.47N/A
    Mean Annual Return-3.25N/A
    R-squared (against Standard Index)65.94N/A
    Standard Deviation55.52N/A
    Sharpe Ratio-0.70N/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