Direxion Indexed Commodity Strategy Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 10.5
Mean -1.04
Sharpe Ratio -1.19
Bear Market Decile Rank 98

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Morningstar Long-Only Commodity TR
Best Fit Index
Morningstar Long-Only Commodity TR
R-Squared 29.53 29.53
Beta 0.38 0.38
Alpha -12.86 -12.86