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    Direxion Daily Financial Bear 3X ETF (FAZ)

    -NYSEArca
    56.61 Up 2.40(4.43%) Feb 5, 4:00PM EST

    Risk as of Jan 30, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFAZCategory
    Alpha (against Standard Index)-5.43N/A
    Beta (against Standard Index)-2.96N/A
    Mean Annual Return-3.23N/A
    R-squared (against Standard Index)84.81N/A
    Standard Deviation35.16N/A
    Sharpe Ratio-1.10N/A
    5 Years
    StatisticFAZCategory
    Alpha (against Standard Index)-5.84N/A
    Beta (against Standard Index)-3.26N/A
    Mean Annual Return-3.48N/A
    R-squared (against Standard Index)85.42N/A
    Standard Deviation42.22N/A
    Sharpe Ratio-0.99N/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