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Direxion Daily Semicondct Bull 3X ETF (SOXL)

-NYSEArca
110.50 Up 11.51(11.63%) Oct 31, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSOXLCategory
Alpha (against Standard Index)-20.20N/A
Beta (against Standard Index)4.12N/A
Mean Annual Return5.65N/A
R-squared (against Standard Index)66.31N/A
Standard Deviation53.44N/A
Sharpe Ratio1.27N/A
5 Years
StatisticSOXLCategory
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
StatisticSOXLCategory
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