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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
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
COM
Category average
5 years
COM
Category average
10 years
COM
Category average
Alpha
2.83
2.17
3.79
1.35
0
1.23
BETA
0.46
0.94
0.47
0.99
0
1.04
Mean annual return
0.75
0.97
0.7
0.73
0
0.05
R-squared
54.51
88.05
58.3
86.6
0
87.89
Standard deviation
9.57
15.72
9.7
17.03
0
15.88
Sharpe ratio
0.61
0.55
0.64
0.39
0
-0.05
Treynor ratio
12.94
8.7
12.97
5.61
0
-2.01
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