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

-NYSEArca
72.11 Down 0.57(0.78%) 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTMFCategory
Alpha (against Standard Index)-21.89N/A
Beta (against Standard Index)10.78N/A
Mean Annual Return0.32N/A
R-squared (against Standard Index)64.94N/A
Standard Deviation35.70N/A
Sharpe Ratio0.11N/A
5 Years
StatisticTMFCategory
Alpha (against Standard Index)-25.50N/A
Beta (against Standard Index)11.09N/A
Mean Annual Return1.59N/A
R-squared (against Standard Index)54.53N/A
Standard Deviation42.58N/A
Sharpe Ratio0.44N/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