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Direxion Daily Financial Bear 3X Shares (FAZ)

-NYSEArca
20.54 Down 0.60(2.84%) 4:00PM EDT
|After Hours : 20.62 Up 0.08 (0.39%) 7:57PM EDT
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Risk as of Mar 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFAZCategory
Alpha (against Standard Index)-8.62N/A
Beta (against Standard Index)-3.41N/A
Mean Annual Return-4.82N/A
R-squared (against Standard Index)86.96N/A
Standard Deviation45.60N/A
Sharpe Ratio-1.27N/A
5 Years
StatisticFAZCategory
Alpha (against Standard Index)-11.45N/A
Beta (against Standard Index)-3.59N/A
Mean Annual Return-6.99N/A
R-squared (against Standard Index)81.08N/A
Standard Deviation55.76N/A
Sharpe Ratio-1.51N/A