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Direxion Daily Financial Bear 3X ETF (FAZ)

-NYSEArca
16.11 0.21(1.29%) Sep 16, 4:00PM EDT
|After Hours : 16.10 Down 0.01 (0.06%) Sep 16, 7:43PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFAZCategory
Alpha (against Standard Index)-2.15N/A
Beta (against Standard Index)-3.58N/A
Mean Annual Return-5.99N/A
R-squared (against Standard Index)89.33N/A
Standard Deviation43.99N/A
Sharpe Ratio-1.64N/A
5 Years
StatisticFAZCategory
Alpha (against Standard Index)-2.42N/A
Beta (against Standard Index)-3.19N/A
Mean Annual Return-4.57N/A
R-squared (against Standard Index)87.14N/A
Standard Deviation45.06N/A
Sharpe Ratio-1.22N/A
10 Years
StatisticFAZCategory
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