TZA - Direxion Daily Small Cap Bear 3X Shares

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsTZACategory Average
5 YearsTZACategory Average
10 YearsTZACategory Average
Alpha
10.49N/A
8.01N/A
-3.31N/A
Beta
-3.75N/A
-3.54N/A
-3.42N/A
Mean Annual Return
-2.27N/A
-1.93N/A
-4.07N/A
R-squared
76.25N/A
70.87N/A
76.73N/A
Standard Deviation
50.47N/A
49.34N/A
49.3N/A
Sharpe Ratio
-0.57N/A
-0.49N/A
-1N/A
Treynor Ratio
9.08N/A
8.64N/A
13.74N/A