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Direxion Daily Semicondct Bear 3X ETF (SOXS)

-NYSEArca
18.75 Sep 30, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSOXSCategory
Alpha (against Standard Index)-12.53N/A
Beta (against Standard Index)-3.45N/A
Mean Annual Return-6.64N/A
R-squared (against Standard Index)67.12N/A
Standard Deviation48.84N/A
Sharpe Ratio-1.63N/A
5 Years
StatisticSOXSCategory
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
StatisticSOXSCategory
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