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Tuesday, December 15, 2009, 3:16PM ET - U.S. Markets close in 44 mins.. Dow Down 0.37% Nasdaq Down 0.18%
Direxion Spectrum Equity Opportunity Svc (SFEOX)On Dec 15: 18.50   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:3
Number of Years Down:1
Best 1 Yr Total Return (2006):6.13%
Worst 1 Yr Total Return (2008):-22.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSFEOXCategory
Alpha (against Standard Index)-0.042.05
Beta (against Standard Index)0.531.08
Mean Annual Return-2.06-0.20
R-squared (against Standard Index)5584.21
Standard Deviation14.2223.41
Sharpe Ratio-0.24N/A
Treynor Ratio-8.13N/A
5 Years
StatisticSFEOXCategory
Alpha (against Standard Index)-0.361.56
Beta (against Standard Index)0.591.11
Mean Annual Return1.220.29
R-squared (against Standard Index)5280.86
Standard Deviation13.0419.91
Sharpe Ratio-0.07N/A
Treynor Ratio-3.01N/A
10 Years
StatisticSFEOXCategory
Alpha (against Standard Index)N/A3.33
Beta (against Standard Index)N/A1.11
Mean Annual ReturnN/A0.32
R-squared (against Standard Index)N/A61.70
Standard DeviationN/A23.38
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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