Dow Up0.08% Nasdaq Down0.30%

Direxion Daily Energy Bear 3X ETF (ERY)

-NYSEArca
14.75 0.00(0.00%) Sep 19, 4:00PM EDT
|After Hours : 16.76 Up 2.01 (13.63%) Sep 19, 7:38PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticERYCategory
Alpha (against Standard Index)24.55N/A
Beta (against Standard Index)-3.93N/A
Mean Annual Return-4.32N/A
R-squared (against Standard Index)75.72N/A
Standard Deviation52.34N/A
Sharpe Ratio-0.99N/A
5 Years
StatisticERYCategory
Alpha (against Standard Index)-3.27N/A
Beta (against Standard Index)-3.36N/A
Mean Annual Return-4.87N/A
R-squared (against Standard Index)71.45N/A
Standard Deviation52.36N/A
Sharpe Ratio-1.12N/A
10 Years
StatisticERYCategory
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