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

-NYSEArca
20.70 Up 0.01(0.05%) 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTYOCategory
Alpha (against Standard Index)1.61N/A
Beta (against Standard Index)-5.86N/A
Mean Annual Return-1.31N/A
R-squared (against Standard Index)83.55N/A
Standard Deviation17.18N/A
Sharpe Ratio-0.92N/A
5 Years
StatisticTYOCategory
Alpha (against Standard Index)7.34N/A
Beta (against Standard Index)-6.14N/A
Mean Annual Return-1.60N/A
R-squared (against Standard Index)83.47N/A
Standard Deviation18.89N/A
Sharpe Ratio-1.02N/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