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Direxion Daily FTSE China Bear 3X ETF (YANG)

-NYSEArca
14.14 Down 0.17(1.19%) Aug 22, 8:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticYANGCategory
Alpha (against Standard Index)42.49N/A
Beta (against Standard Index)-4.24N/A
Mean Annual Return-2.22N/A
R-squared (against Standard Index)51.08N/A
Standard Deviation72.37N/A
Sharpe Ratio-0.37N/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