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

-NYSEArca
36.69 Down 0.90(2.39%) 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTMVCategory
Alpha (against Standard Index)7.60N/A
Beta (against Standard Index)-10.24N/A
Mean Annual Return-1.64N/A
R-squared (against Standard Index)72.01N/A
Standard Deviation32.65N/A
Sharpe Ratio-0.61N/A
5 Years
StatisticTMVCategory
Alpha (against Standard Index)12.66N/A
Beta (against Standard Index)-10.70N/A
Mean Annual Return-2.60N/A
R-squared (against Standard Index)60.69N/A
Standard Deviation39.14N/A
Sharpe Ratio-0.80N/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