Direxion Daily Semiconductor Bear 3X SharesSOXS:PCQ:USD
| 15.72 | 0.42 / 2.60% | 15.64 - 55.09 | -0.78 | |||
| Latest price in USD | Today's change | 52-week range | 3-yr sharpe ratio |
|---|
Risk vs return

Risk measures
Benchmark used: PHLX Semiconductor
| Fund | Category average | |
|---|---|---|
| Alpha | -3.68 | -4.57 |
| Beta | -3.38 | -2.06 |
| Information ratio | -0.84 | -0.92 |
| Fund | Category average | |
|---|---|---|
| R squared | +68.37 | +79.22 |
| Sharpe ratio | -0.78 | -0.94 |
| Standard deviation | 61.46% | 35.21% |
