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    Direxion Daily Financial Bear 3X ETF (FAZ)

    -NYSEArca
    14.50 0.71(5.15%) Jan 28, 4:00PM EST

    Risk as of Dec 30, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFAZCategory
    Alpha (against Standard Index)-10.63N/A
    Beta (against Standard Index)-3.33N/A
    Mean Annual Return-6.17N/A
    R-squared (against Standard Index)81.78N/A
    Standard Deviation33.52N/A
    Sharpe Ratio-2.21N/A
    5 Years
    StatisticFAZCategory
    Alpha (against Standard Index)-7.95N/A
    Beta (against Standard Index)-3.19N/A
    Mean Annual Return-4.70N/A
    R-squared (against Standard Index)87.09N/A
    Standard Deviation44.48N/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