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Direxion Daily Financial Bear 3X ETF (FAZ)

-NYSEArca
16.24 Up 0.08(0.50%) 4:00PM EDT
|After Hours : 16.31 Up 0.07 (0.43%) 7:47PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFAZCategory
Alpha (against Standard Index)-10.82N/A
Beta (against Standard Index)-3.39N/A
Mean Annual Return-5.51N/A
R-squared (against Standard Index)86.85N/A
Standard Deviation44.36N/A
Sharpe Ratio-1.49N/A
5 Years
StatisticFAZCategory
Alpha (against Standard Index)-5.85N/A
Beta (against Standard Index)-3.25N/A
Mean Annual Return-4.92N/A
R-squared (against Standard Index)84.14N/A
Standard Deviation46.64N/A
Sharpe Ratio-1.27N/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