KNOW - Direxion All Cap Insider Sentiment Shares

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsKNOWCategory Average
5 YearsKNOWCategory Average
10 YearsKNOWCategory Average
Alpha
-6.59-2.82
-2.85-1.98
00.13
Beta
1.151.04
1.061.12
01.14
Mean Annual Return
0.780.73
0.721.31
00.78
R-squared
84.8382.23
84.684.92
088.73
Standard Deviation
15.1912.42
13.8313.55
018.48
Sharpe Ratio
0.520.71
0.561.17
00.46
Treynor Ratio
6.158.09
6.6814.25
06.18