Direxion Daily MSCI Brazil Bull 2X Shares (BRZU)

42.94 +0.35 (+0.82%) USD  |  NYSEARCA  |  Dec 26, 11:43
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BRZU Historical Sharpe Ratio (3Y)

Historical Sharpe Ratio (3Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Historical Sharpe Ratio Definition

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The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (3Y) Range, Past 5 Years

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Historical Sharpe Ratio (3Y) Benchmarks

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Historical Sharpe Ratio (3Y) Related Metrics

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Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade