COM - Direxion Auspice Broad Commodity Strategy ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsCOMCategory Average
5 YearsCOMCategory Average
10 YearsCOMCategory Average
Alpha
9.29-2.82
5.34-2.23
0-4.82
BETA
0.50.89
0.470.94
01.06
Mean Annual Return
1.56-1.34
0.69-0.83
0-0.46
R-squared
63.4788.8
60.7288.67
090.97
Standard Deviation
10.2916.25
9.6516.12
021.98
Sharpe Ratio
1.65-0.98
0.68-0.62
0-0.28
Treynor Ratio
36.39-18.01
13.82-11.47
0-7.93