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    Direxion Daily Small Cap Bear 3X ETF (TZA)

    12.38 Down 0.12(0.95%) Dec 19, 4:00PM EST
    |After Hours : 12.36 Down 0.02 (0.16%) Dec 19, 7:55PM EST

    Risk as of Nov 29, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)8.38N/A
    Beta (against Standard Index)-3.60N/A
    Mean Annual Return-5.14N/A
    R-squared (against Standard Index)71.30N/A
    Standard Deviation38.51N/A
    Sharpe Ratio-1.60N/A
    5 Years
    Alpha (against Standard Index)-12.43N/A
    Beta (against Standard Index)-3.39N/A
    Mean Annual Return-5.45N/A
    R-squared (against Standard Index)79.86N/A
    Standard Deviation49.25N/A
    Sharpe Ratio-1.33N/A
    10 Years
    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