FAZ - Direxion Daily Financial Bear 3X Shares

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsFAZCategory Average
5 YearsFAZCategory Average
10 YearsFAZCategory Average
Alpha
-11.16N/A
-8.9N/A
-7.66N/A
Beta
-2.84N/A
-2.89N/A
-3.09N/A
Mean Annual Return
-3.6N/A
-3.2N/A
-4.06N/A
R-squared
81.32N/A
82.07N/A
83.1N/A
Standard Deviation
38.16N/A
38.28N/A
42.59N/A
Sharpe Ratio
-1.17N/A
-1.03N/A
-1.16N/A
Treynor Ratio
14.67N/A
13.18N/A
14.68N/A