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

-NYSEArca
40.51 Down 0.14(0.34%) 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTMVCategory
Alpha (against Standard Index)2.29N/A
Beta (against Standard Index)-11.78N/A
Mean Annual Return-2.72N/A
R-squared (against Standard Index)61.35N/A
Standard Deviation40.31N/A
Sharpe Ratio-0.81N/A
5 Years
StatisticTMVCategory
Alpha (against Standard Index)16.12N/A
Beta (against Standard Index)-10.66N/A
Mean Annual Return-2.50N/A
R-squared (against Standard Index)59.00N/A
Standard Deviation38.98N/A
Sharpe Ratio-0.77N/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