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

-NYSEArca
44.82 Down 1.75(3.76%) Sep 19, 4:00PM EDT
|After Hours : 44.90 Up 0.08 (0.18%) Sep 19, 4:43PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTMVCategory
Alpha (against Standard Index)4.11N/A
Beta (against Standard Index)-11.07N/A
Mean Annual Return-2.28N/A
R-squared (against Standard Index)59.79N/A
Standard Deviation37.68N/A
Sharpe Ratio-0.73N/A
5 Years
StatisticTMVCategory
Alpha (against Standard Index)15.66N/A
Beta (against Standard Index)-10.73N/A
Mean Annual Return-2.58N/A
R-squared (against Standard Index)59.32N/A
Standard Deviation39.19N/A
Sharpe Ratio-0.79N/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