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Direxion Daily Semicondct Bull 3X Shares (SOXL)

-NYSEArca
104.68 3.00(2.95%) Jul 30, 4:00PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSOXLCategory
Alpha (against Standard Index)-16.77N/A
Beta (against Standard Index)3.91N/A
Mean Annual Return3.85N/A
R-squared (against Standard Index)69.16N/A
Standard Deviation57.57N/A
Sharpe Ratio0.80N/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