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Direxion Daily 7-10 Yr Trs Bear 3X ETF (TYO)

-NYSEArca
19.73 Down 0.17(0.84%) 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTYOCategory
Alpha (against Standard Index)1.86N/A
Beta (against Standard Index)-5.35N/A
Mean Annual Return-1.03N/A
R-squared (against Standard Index)87.63N/A
Standard Deviation15.45N/A
Sharpe Ratio-0.80N/A
5 Years
StatisticTYOCategory
Alpha (against Standard Index)5.61N/A
Beta (against Standard Index)-6.17N/A
Mean Annual Return-1.64N/A
R-squared (against Standard Index)84.86N/A
Standard Deviation19.08N/A
Sharpe Ratio-1.03N/A
10 Years
StatisticTYOCategory
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