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Direxion Daily Financial Bull 3X ETF (FAS)

-NYSEArca
106.73 Up 1.25(1.19%) Aug 29, 4:00PM EDT
|After Hours : 106.63 Down 0.10 (0.09%) Aug 29, 5:12PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFASCategory
Alpha (against Standard Index)-19.42N/A
Beta (against Standard Index)3.88N/A
Mean Annual Return3.66N/A
R-squared (against Standard Index)88.16N/A
Standard Deviation50.38N/A
Sharpe Ratio0.87N/A
5 Years
StatisticFASCategory
Alpha (against Standard Index)-24.05N/A
Beta (against Standard Index)3.67N/A
Mean Annual Return3.02N/A
R-squared (against Standard Index)82.84N/A
Standard Deviation53.18N/A
Sharpe Ratio0.68N/A
10 Years
StatisticFASCategory
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