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Direxion Daily Nat Gas Rltd Bear 3X ETF (GASX)

-NYSEArca
21.09 Up 0.68(3.35%) Sep 19, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGASXCategory
Alpha (against Standard Index)48.22N/A
Beta (against Standard Index)-4.07N/A
Mean Annual Return-2.59N/A
R-squared (against Standard Index)49.76N/A
Standard Deviation66.97N/A
Sharpe Ratio-0.46N/A
5 Years
StatisticGASXCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationNaNN/A
Sharpe RatioNaNN/A
10 Years
StatisticGASXCategory
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