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Direxion Daily Semicondct Bear 3X ETF (SOXS)

-NYSEArca
53.94 Up 5.06(10.35%) Feb 5, 4:00PM EST

Risk as of Jan 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSOXSCategory
Alpha (against Standard Index)-22.34N/A
Beta (against Standard Index)-3.26N/A
Mean Annual Return-4.92N/A
R-squared (against Standard Index)58.92N/A
Standard Deviation46.48N/A
Sharpe Ratio-1.27N/A
5 Years
StatisticSOXSCategory
Alpha (against Standard Index)-6.87N/A
Beta (against Standard Index)-3.48N/A
Mean Annual Return-3.77N/A
R-squared (against Standard Index)65.54N/A
Standard Deviation51.53N/A
Sharpe Ratio-0.88N/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