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Direxion Auspice Broad Commodity Strategy ETF (COM)

NYSEArca - NYSEArca Delayed Price. Currency in USD
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30.83-0.17 (-0.53%)
At close: 04:00PM EDT
31.21 +0.38 (+1.23%)
After hours: 07:41PM EDT
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Risk Statistics

3 YearsCOMCategory Average
5 YearsCOMCategory Average
10 YearsCOMCategory Average
Alpha
7.01-2.82
3.23-2.23
0-4.82
BETA
0.520.89
0.530.94
01.06
Mean Annual Return
1.46-1.34
0.81-0.83
0-0.46
R-squared
73.0888.8
64.7888.67
090.97
Standard Deviation
10.116.25
9.2716.12
021.98
Sharpe Ratio
0.08-0.98
0.36-0.62
0-0.28
Treynor Ratio
34.11-18.01
16.35-11.47
0-7.93
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