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Direxion Daily Small Cap Bear 3X ETF (TZA)

-NYSEArca
12.83 Down 0.14(1.08%) Nov 26, 4:00PM EST
|After Hours : 12.80 Down 0.03 (0.23%) Nov 26, 7:59PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTZACategory
Alpha (against Standard Index)2.03N/A
Beta (against Standard Index)-3.56N/A
Mean Annual Return-5.33N/A
R-squared (against Standard Index)70.77N/A
Standard Deviation38.47N/A
Sharpe Ratio-1.66N/A
5 Years
StatisticTZACategory
Alpha (against Standard Index)-12.95N/A
Beta (against Standard Index)-3.35N/A
Mean Annual Return-5.63N/A
R-squared (against Standard Index)79.84N/A
Standard Deviation49.30N/A
Sharpe Ratio-1.37N/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