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Saturday, December 19, 2009, 4:18AM ET - U.S. Markets Closed. Dow  0.20% Nasdaq  1.45%

Direxion Evolution All-Cap Equity Inv (PEVEX)

On Dec 18: 14.30   0.04 (0.28%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 1 Best 1 Yr Total Return (2006): 13.04% Worst 1 Yr Total Return (2008): -25.31% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic PEVEX Category Alpha (against Standard Index) -5.62 1.21 Beta (against Standard Index) -5.71 -3.35 Mean Annual Return -11.02 -0.08 R-squared (against Standard Index) 5 5.48 Standard Deviation 12.75 10.53 Sharpe Ratio -1.03 N/A Treynor Ratio 2.33 N/A 5 Years Statistic PEVEX Category Alpha (against Standard Index) 2.84 2.47 Beta (against Standard Index) -8.50 -4.10 Mean Annual Return -1.49 0.20 R-squared (against Standard Index) 7 4.85 Standard Deviation 13.89 9.26 Sharpe Ratio -0.25 N/A Treynor Ratio 0.53 N/A 10 Years Statistic PEVEX Category Alpha (against Standard Index) N/A 2.77 Beta (against Standard Index) N/A -2.54 Mean Annual Return N/A 0.35 R-squared (against Standard Index) N/A 1.71 Standard Deviation N/A 8.34 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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