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Direxion Daily 20+ Yr Trsy Bull 3X Shrs (TMF)

-NYSEArca
64.36 0.88(1.39%) Jul 21, 4:00PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTMFCategory
Alpha (against Standard Index)-15.40N/A
Beta (against Standard Index)12.13N/A
Mean Annual Return2.34N/A
R-squared (against Standard Index)55.48N/A
Standard Deviation45.12N/A
Sharpe Ratio0.62N/A
5 Years
StatisticTMFCategory
Alpha (against Standard Index)-30.39N/A
Beta (against Standard Index)10.66N/A
Mean Annual Return1.65N/A
R-squared (against Standard Index)51.87N/A
Standard Deviation42.14N/A
Sharpe Ratio0.47N/A
10 Years
StatisticTMFCategory
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