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Direxion Auspice Broad Cmdty Strat ETF (COM)

NYSEArca - Nasdaq Real-time price. Currency in USD
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28.90+0.00 (+0.00%)
As of 02:23PM EDT. Market open.

Risk statistics

3 yearsCOMCategory average
5 yearsCOMCategory average
10 yearsCOMCategory average
Alpha
2.832.17
3.791.35
01.23
BETA
0.460.94
0.470.99
01.04
Mean annual return
0.750.97
0.70.73
00.05
R-squared
54.5188.05
58.386.6
087.89
Standard deviation
9.5715.72
9.717.03
015.88
Sharpe ratio
0.610.55
0.640.39
0-0.05
Treynor ratio
12.948.7
12.975.61
0-2.01