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Direxion Daily Financial Bear 3X ETF (FAZ)

-NYSEArca
13.59 Down 0.01(0.07%) 2:18PM EST - Nasdaq Real Time Price

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFAZCategory
Alpha (against Standard Index)-8.74N/A
Beta (against Standard Index)-3.40N/A
Mean Annual Return-5.97N/A
R-squared (against Standard Index)82.50N/A
Standard Deviation33.98N/A
Sharpe Ratio-2.11N/A
5 Years
StatisticFAZCategory
Alpha (against Standard Index)-5.12N/A
Beta (against Standard Index)-3.18N/A
Mean Annual Return-4.74N/A
R-squared (against Standard Index)87.01N/A
Standard Deviation44.73N/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