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Direxion Daily Small Cap Bear 3X ETF (TZA)

-NYSEArca
14.25 Down 0.27(1.86%) Aug 29, 4:00PM EDT
|After Hours : 14.25 0.00 (0.00%) Aug 29, 7:57PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTZACategory
Alpha (against Standard Index)-3.99N/A
Beta (against Standard Index)-3.45N/A
Mean Annual Return-5.02N/A
R-squared (against Standard Index)81.67N/A
Standard Deviation46.54N/A
Sharpe Ratio-1.30N/A
5 Years
StatisticTZACategory
Alpha (against Standard Index)-11.84N/A
Beta (against Standard Index)-3.35N/A
Mean Annual Return-5.55N/A
R-squared (against Standard Index)80.96N/A
Standard Deviation48.98N/A
Sharpe Ratio-1.36N/A
10 Years
StatisticTZACategory
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