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Direxion Daily FTSE China Bear 3X ETF (YANG)

-NYSEArca
14.93 0.12(0.80%) Oct 30, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticYANGCategory
Alpha (against Standard Index)22.60N/A
Beta (against Standard Index)-3.44N/A
Mean Annual Return-4.23N/A
R-squared (against Standard Index)40.45N/A
Standard Deviation57.14N/A
Sharpe Ratio-0.89N/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