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Direxion Daily Mid Cap Bear 3X ETF (MIDZ)

-NYSEArca
56.62 Up 3.36(6.31%) Feb 5, 4:00PM EST

Risk as of Jan 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticMIDZCategory
Alpha (against Standard Index)-0.08N/A
Beta (against Standard Index)-2.73N/A
Mean Annual Return-2.57N/A
R-squared (against Standard Index)77.28N/A
Standard Deviation33.99N/A
Sharpe Ratio-0.91N/A
5 Years
StatisticMIDZCategory
Alpha (against Standard Index)-5.70N/A
Beta (against Standard Index)-2.91N/A
Mean Annual Return-3.15N/A
R-squared (against Standard Index)83.65N/A
Standard Deviation38.19N/A
Sharpe Ratio-0.99N/A
10 Years
StatisticMIDZCategory
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