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Direxion Daily Semicondct Bull 3X ETF (SOXL)

-NYSEArca
134.23 8.13(6.45%) Nov 26, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSOXLCategory
Alpha (against Standard Index)-23.17N/A
Beta (against Standard Index)4.08N/A
Mean Annual Return4.37N/A
R-squared (against Standard Index)57.79N/A
Standard Deviation48.74N/A
Sharpe Ratio1.08N/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