Direxion Daily S&P 500 High Beta Bull 3X Shares (HIBL)

46.60 +2.61 (+5.93%) USD  |  NYSEARCA  |  Dec 24, 16:00
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HIBL 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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Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
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Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade