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Direxion Auspice Broad Commodity Strategy ETF (COM)

NYSEArca - NYSEArca Delayed price. Currency in USD
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28.94-0.11 (-0.39%)
At close: 03:55PM EDT

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