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Direxion Daily Energy Bear 3X ETF (ERY)

-NYSEArca
16.47 Down 0.69(4.02%) Nov 21, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticERYCategory
Alpha (against Standard Index)25.73N/A
Beta (against Standard Index)-3.58N/A
Mean Annual Return-3.38N/A
R-squared (against Standard Index)57.50N/A
Standard Deviation42.89N/A
Sharpe Ratio-0.95N/A
5 Years
StatisticERYCategory
Alpha (against Standard Index)10.52N/A
Beta (against Standard Index)-3.46N/A
Mean Annual Return-3.82N/A
R-squared (against Standard Index)71.28N/A
Standard Deviation53.86N/A
Sharpe Ratio-0.85N/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