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Direxion Daily FTSE China Bear 3X ETF (YANG)

-PCX
14.43 0.23(1.62%) Sep 17, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticYANGCategory
Alpha (against Standard Index)54.38N/A
Beta (against Standard Index)-4.41N/A
Mean Annual Return-2.62N/A
R-squared (against Standard Index)50.78N/A
Standard Deviation71.81N/A
Sharpe Ratio-0.44N/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