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Direxion Daily Semicondct Bear 3X Shares (SOXS)

-NYSEArca
22.37 Up 1.23(5.82%) 1:16PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSOXSCategory
Alpha (against Standard Index)-15.82N/A
Beta (against Standard Index)-3.33N/A
Mean Annual Return-5.79N/A
R-squared (against Standard Index)67.68N/A
Standard Deviation49.65N/A
Sharpe Ratio-1.40N/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