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Direxion Daily Gold Miners Bull 3X ETF (NUGT)

-NYSEArca
45.74 Up 1.04(2.33%) Aug 29, 4:00PM EDT
|After Hours : 45.85 Up 0.11 (0.24%) Aug 29, 7:59PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticNUGTCategory
Alpha (against Standard Index)-86.08N/A
Beta (against Standard Index)0.96N/A
Mean Annual Return-5.86N/A
R-squared (against Standard Index)1.61N/A
Standard Deviation92.27N/A
Sharpe Ratio-0.76N/A
5 Years
StatisticNUGTCategory
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
StatisticNUGTCategory
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