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Direxion Daily Semicondct Bear 3X ETF (SOXS)

-PCX
20.82 Down 2.47(10.61%) Oct 21, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSOXSCategory
Alpha (against Standard Index)-0.48N/A
Beta (against Standard Index)-3.82N/A
Mean Annual Return-6.83N/A
R-squared (against Standard Index)70.08N/A
Standard Deviation48.25N/A
Sharpe Ratio-1.70N/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