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Direxion Auspice Broad Commodity Strategy ETF (COM)

NYSEArca - Nasdaq Real-time price. Currency in USD
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29.78-0.04 (-0.13%)
As of 10:36AM EDT. Market open.

Risk statistics

3 yearsCOMCategory average
5 yearsCOMCategory average
10 yearsCOMCategory average
Alpha
7.08-2.82
3.96-2.23
0-4.82
BETA
0.520.89
0.520.94
01.06
Mean annual return
1.27-1.34
0.77-0.83
0-0.46
R-squared
75.9688.8
67.788.67
090.97
Standard deviation
10.6616.25
9.4816.12
021.98
Sharpe ratio
-0.08-0.98
0.33-0.62
0-0.28
Treynor ratio
29.08-18.01
15.62-11.47
0-7.93