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Direxion Daily Financial Bull 3X ETF (FAS)

-NYSEArca
109.76 Down 1.11(1.00%) Sep 19, 4:00PM EDT
|After Hours : 109.05 Down 0.71 (0.65%) Sep 19, 7:16PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFASCategory
Alpha (against Standard Index)-13.62N/A
Beta (against Standard Index)3.70N/A
Mean Annual Return4.88N/A
R-squared (against Standard Index)87.28N/A
Standard Deviation45.97N/A
Sharpe Ratio1.27N/A
5 Years
StatisticFASCategory
Alpha (against Standard Index)-28.20N/A
Beta (against Standard Index)3.60N/A
Mean Annual Return2.60N/A
R-squared (against Standard Index)86.70N/A
Standard Deviation51.06N/A
Sharpe Ratio0.61N/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