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Direxion Daily Energy Bear 3X ETF (ERY)

-NYSEArca
13.74 Up 0.32(2.38%) 9:45AM EDT - Nasdaq Real Time Price

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticERYCategory
Alpha (against Standard Index)19.13N/A
Beta (against Standard Index)-3.86N/A
Mean Annual Return-3.65N/A
R-squared (against Standard Index)76.88N/A
Standard Deviation53.66N/A
Sharpe Ratio-0.82N/A
5 Years
StatisticERYCategory
Alpha (against Standard Index)-2.96N/A
Beta (against Standard Index)-3.35N/A
Mean Annual Return-4.82N/A
R-squared (against Standard Index)71.26N/A
Standard Deviation52.34N/A
Sharpe Ratio-1.11N/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