Dow Up0.35% Nasdaq Down0.02%

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

-PCX
66.12 Down 0.34(0.51%) 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTMFCategory
Alpha (against Standard Index)-12.30N/A
Beta (against Standard Index)12.30N/A
Mean Annual Return2.02N/A
R-squared (against Standard Index)54.44N/A
Standard Deviation44.67N/A
Sharpe Ratio0.54N/A
5 Years
StatisticTMFCategory
Alpha (against Standard Index)-27.69N/A
Beta (against Standard Index)10.99N/A
Mean Annual Return1.67N/A
R-squared (against Standard Index)53.72N/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