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

-NYSEArca
76.73 Up 0.65(0.85%) Nov 26, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTMFCategory
Alpha (against Standard Index)-17.78N/A
Beta (against Standard Index)10.70N/A
Mean Annual Return0.91N/A
R-squared (against Standard Index)67.97N/A
Standard Deviation35.10N/A
Sharpe Ratio0.31N/A
5 Years
StatisticTMFCategory
Alpha (against Standard Index)-23.26N/A
Beta (against Standard Index)11.13N/A
Mean Annual Return1.88N/A
R-squared (against Standard Index)55.92N/A
Standard Deviation42.40N/A
Sharpe Ratio0.53N/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