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Direxion Daily Small Cap Bull 3X ETF (TNA)

-NYSEArca
76.69 Up 1.22(1.62%) Aug 29, 4:00PM EDT
|After Hours : 76.71 Up 0.02 (0.03%) Aug 29, 7:54PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTNACategory
Alpha (against Standard Index)-30.36N/A
Beta (against Standard Index)4.01N/A
Mean Annual Return2.93N/A
R-squared (against Standard Index)84.93N/A
Standard Deviation53.11N/A
Sharpe Ratio0.66N/A
5 Years
StatisticTNACategory
Alpha (against Standard Index)-18.40N/A
Beta (against Standard Index)3.87N/A
Mean Annual Return3.76N/A
R-squared (against Standard Index)82.60N/A
Standard Deviation56.13N/A
Sharpe Ratio0.80N/A
10 Years
StatisticTNACategory
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