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Direxion Daily FTSE China Bear 3X ETF (YANG)

-NYSEArca
13.01 Down 1.36(9.47%) Nov 26, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticYANGCategory
Alpha (against Standard Index)19.47N/A
Beta (against Standard Index)-3.35N/A
Mean Annual Return-3.55N/A
R-squared (against Standard Index)32.11N/A
Standard Deviation53.73N/A
Sharpe Ratio-0.79N/A
5 Years
StatisticYANGCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationNaNN/A
Sharpe RatioNaNN/A
10 Years
StatisticYANGCategory
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