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Monday, December 21, 2009, 8:16PM ET - U.S. Markets Closed. Dow Up 0.83% Nasdaq Up 1.17%
Direxion Spectrum Select Alternative Svc (SFHYX)On Dec 21: 21.53  Up 0.04 (0.19%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:2
Number of Years Down:2
Best 1 Yr Total Return (2006):8.72%
Worst 1 Yr Total Return (2008):-12.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSFHYXCategory
Alpha (against Standard Index)3.02-0.95
Beta (against Standard Index)0.450.74
Mean Annual Return4.880.09
R-squared (against Standard Index)4987.00
Standard Deviation8.3010.61
Sharpe Ratio0.34N/A
Treynor Ratio5.85N/A
5 Years
StatisticSFHYXCategory
Alpha (against Standard Index)0.95-1.38
Beta (against Standard Index)0.450.71
Mean Annual Return4.840.27
R-squared (against Standard Index)4985.46
Standard Deviation6.818.33
Sharpe Ratio0.29N/A
Treynor Ratio4.11N/A
10 Years
StatisticSFHYXCategory
Alpha (against Standard Index)N/A-0.99
Beta (against Standard Index)N/A0.72
Mean Annual ReturnN/A0.31
R-squared (against Standard Index)N/A80.09
Standard DeviationN/A8.09
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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