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

-NYSEArca
62.22 Up 0.27(0.44%) Sep 15, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTMFCategory
Alpha (against Standard Index)-13.53N/A
Beta (against Standard Index)11.77N/A
Mean Annual Return1.67N/A
R-squared (against Standard Index)52.38N/A
Standard Deviation42.80N/A
Sharpe Ratio0.47N/A
5 Years
StatisticTMFCategory
Alpha (against Standard Index)-26.72N/A
Beta (against Standard Index)11.14N/A
Mean Annual Return1.82N/A
R-squared (against Standard Index)54.39N/A
Standard Deviation42.49N/A
Sharpe Ratio0.51N/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