FAZ - Direxion Daily Financial Bear 3X ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsFAZCategory Average
5 YearsFAZCategory Average
10 YearsFAZCategory Average
Alpha
-11.74N/A
-13.26N/A
0N/A
Beta
-3.06N/A
-2.96N/A
0N/A
Mean Annual Return
-3.62N/A
-4.43N/A
0N/A
R-squared
73.91N/A
74.79N/A
0N/A
Standard Deviation
35.83N/A
32.64N/A
0N/A
Sharpe Ratio
-1.22N/A
-1.64N/A
0N/A
Treynor Ratio
13.11N/A
15.33N/A
0N/A