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Direxion Daily Semicondct Bull 3X ETF (SOXL)

-NYSEArca
119.78 Down 4.44(3.57%) 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSOXLCategory
Alpha (against Standard Index)-11.12N/A
Beta (against Standard Index)3.83N/A
Mean Annual Return5.29N/A
R-squared (against Standard Index)66.05N/A
Standard Deviation54.68N/A
Sharpe Ratio1.16N/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