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Direxion Daily 20+ Yr Trsy Bear 3X ETF (TMV)

-NYSEArca
38.64 0.96(2.55%) Oct 23, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTMVCategory
Alpha (against Standard Index)10.36N/A
Beta (against Standard Index)-10.30N/A
Mean Annual Return-1.17N/A
R-squared (against Standard Index)70.12N/A
Standard Deviation32.81N/A
Sharpe Ratio-0.43N/A
5 Years
StatisticTMVCategory
Alpha (against Standard Index)14.62N/A
Beta (against Standard Index)-10.67N/A
Mean Annual Return-2.34N/A
R-squared (against Standard Index)59.36N/A
Standard Deviation39.26N/A
Sharpe Ratio-0.72N/A
10 Years
StatisticTMVCategory
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