Direxion Indexed Commodity Strategy Fund

Scorecard
1 / 5 Stars
Lipper
1 1 1 3 5
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
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TheStreet.com
E (Sell)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 11.15
Mean -1.21
Sharpe Ratio -1.31
Bear Market Decile Rank 98

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Morningstar Long-Only Commodity TR
Best Fit Index
Morningstar Long-Only Commodity TR
R-Squared 33.91 33.91
Beta 0.42 0.42
Alpha -13.83 -13.83