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Direxion HCM Freedom Svc (HCMFX)On Dec 15: 15.40   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:1
Number of Years Down:3
Best 1 Yr Total Return (2007):7.87%
Worst 1 Yr Total Return (2008):-10.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticHCMFXCategory
Alpha (against Standard Index)0.922.20
Beta (against Standard Index)0.170.99
Mean Annual Return1.45-0.14
R-squared (against Standard Index)888.76
Standard Deviation11.8421.04
Sharpe Ratio-0.01N/A
Treynor Ratio-4.83N/A
5 Years
StatisticHCMFXCategory
Alpha (against Standard Index)N/A0.80
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.24
R-squared (against Standard Index)N/A86.59
Standard DeviationN/A17.50
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticHCMFXCategory
Alpha (against Standard Index)N/A-0.13
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.05
R-squared (against Standard Index)N/A78.99
Standard DeviationN/A19.17
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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