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Direxion Daily Semicondct Bear 3X ETF (SOXS)

-NYSEArca
18.48 Down 0.45(2.38%) Aug 29, 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSOXSCategory
Alpha (against Standard Index)-16.06N/A
Beta (against Standard Index)-3.32N/A
Mean Annual Return-5.85N/A
R-squared (against Standard Index)67.31N/A
Standard Deviation49.36N/A
Sharpe Ratio-1.42N/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