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    Direxion Daily S&P500 Bear 3X ETF (SPXS)

    -NYSEArca
    21.81 Down 0.01(0.05%) 4:00PM EST
    |After Hours : 21.74 Down 0.07 (0.32%) 7:52PM EST

    Risk as of Jan 30, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSPXSCategory
    Alpha (against Standard Index)-7.76N/A
    Beta (against Standard Index)-2.76N/A
    Mean Annual Return-3.23N/A
    R-squared (against Standard Index)99.56N/A
    Standard Deviation30.23N/A
    Sharpe Ratio-1.28N/A
    5 Years
    StatisticSPXSCategory
    Alpha (against Standard Index)-10.48N/A
    Beta (against Standard Index)-2.74N/A
    Mean Annual Return-3.39N/A
    R-squared (against Standard Index)97.74N/A
    Standard Deviation33.23N/A
    Sharpe Ratio-1.23N/A
    10 Years
    StatisticSPXSCategory
    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