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    Direxion Daily Financial Bear 3X ETF (FAZ)

    -NYSEArca
    12.77 Down 0.91(6.65%) 4:00PM EST
    |After Hours : 12.77 0.00 (0.00%) 7:59PM EST

    Risk as of Nov 29, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFAZCategory
    Alpha (against Standard Index)-9.63N/A
    Beta (against Standard Index)-3.36N/A
    Mean Annual Return-6.26N/A
    R-squared (against Standard Index)82.17N/A
    Standard Deviation33.56N/A
    Sharpe Ratio-2.24N/A
    5 Years
    StatisticFAZCategory
    Alpha (against Standard Index)-5.37N/A
    Beta (against Standard Index)-3.20N/A
    Mean Annual Return-4.61N/A
    R-squared (against Standard Index)87.09N/A
    Standard Deviation44.51N/A
    Sharpe Ratio-1.24N/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