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    Direxion Daily Small Cap Bear 3X ETF (TZA)

    -NYSEArca
    9.69 Up 0.07(0.74%) Apr 24, 4:00PM EDT
    |After Hours : 9.68 Down 0.01 (0.11%) Apr 24, 7:55PM EDT

    Risk as of Mar 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticTZACategory
    Alpha (against Standard Index)-4.62N/A
    Beta (against Standard Index)-3.32N/A
    Mean Annual Return-4.65N/A
    R-squared (against Standard Index)66.91N/A
    Standard Deviation38.89N/A
    Sharpe Ratio-1.44N/A
    5 Years
    StatisticTZACategory
    Alpha (against Standard Index)-13.49N/A
    Beta (against Standard Index)-3.30N/A
    Mean Annual Return-5.06N/A
    R-squared (against Standard Index)78.92N/A
    Standard Deviation48.11N/A
    Sharpe Ratio-1.26N/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