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    Direxion Daily Financial Bear 3X ETF (FAZ)

    -NYSEArca
    11.92 Up 0.07(0.59%) Aug 28, 4:00PM EDT
    |After Hours : 11.90 Down 0.02 (0.17%) Aug 28, 7:59PM EDT

    Risk as of Jul 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFAZCategory
    Alpha (against Standard Index)-19.21N/A
    Beta (against Standard Index)-2.80N/A
    Mean Annual Return-5.47N/A
    R-squared (against Standard Index)76.46N/A
    Standard Deviation27.37N/A
    Sharpe Ratio-2.40N/A
    5 Years
    StatisticFAZCategory
    Alpha (against Standard Index)-3.77N/A
    Beta (against Standard Index)-3.26N/A
    Mean Annual Return-4.59N/A
    R-squared (against Standard Index)84.98N/A
    Standard Deviation41.47N/A
    Sharpe Ratio-1.33N/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