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Direxion Daily Small Cap Bear 3X ETF (TZA)

-NYSEArca
14.61 Down 0.26(1.75%) 4:00PM EDT
|After Hours : 14.58 Down 0.03 (0.21%) 7:50PM EDT - Nasdaq Real Time Price

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTZACategory
Alpha (against Standard Index)4.18N/A
Beta (against Standard Index)-3.66N/A
Mean Annual Return-5.59N/A
R-squared (against Standard Index)84.16N/A
Standard Deviation46.33N/A
Sharpe Ratio-1.45N/A
5 Years
StatisticTZACategory
Alpha (against Standard Index)-12.17N/A
Beta (against Standard Index)-3.35N/A
Mean Annual Return-5.61N/A
R-squared (against Standard Index)81.08N/A
Standard Deviation49.08N/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