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EDZ: Direxion Daily MSCI Emerging Markets Bear 3X Shares (ETF)
Basic Info 10.42 0.38(3.52%) April 26
Asset Class: | Trading-Inverse Equity |
MyPlanIQ Rating: | (38%) |
Start Date: | 12/30/2008 |
Last Dividend Date: | 03/19/2024 |
12-Mo. Yield | 3.36% |
Expenses | 1.07% |
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Performance Analytics (As of 04/26/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 12/30/2008 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -10.2 | -3.3 | -19.6 | 10.9 | -23.0 | -11.8 | -27.2 | -31.3 | -20.3 | 49.3 | -8.7 | -68.8 | -43.0 | 564.4 | -64.1 | -46.3 | 25.2 | -5.8 | -11.7 | -54.2 | -3.0 | -59.3 | -92.6 | -4.3 |
Sharpe Ratio | NA | -0.33 | -0.53 | 0.15 | -0.37 | -0.16 | NA | -0.4 | -0.53 | 0.66 | -0.16 | -0.71 | -0.99 | 3.37 | -1.78 | -0.71 | 0.39 | -0.12 | -0.21 | -0.94 | -0.03 | -0.77 | -0.78 | NA |
Draw Down(%) | NA | 24.8 | 34.5 | 53.3 | 90.3 | 90.3 | NA | 99.9 | 30.3 | 39.0 | 31.5 | 85.9 | 46.4 | 27.7 | 64.1 | 68.3 | 41.5 | 52.4 | 48.7 | 54.2 | 52.7 | 70.1 | 94.8 | 4.3 |
Standard Deviation(%) | NA | 40.7 | 44.3 | 56.5 | 65.8 | 78.3 | NA | 79.9 | 46.8 | 72.8 | 53.9 | 96.9 | 44.9 | 167.0 | 36.5 | 65.5 | 64.1 | 47.4 | 55.4 | 58.2 | 95.2 | 77.2 | 118.6 | 0.0 |
Treynor Ratio | NA | 0.06 | 0.09 | -0.04 | 0.1 | 0.05 | NA | 0.11 | 0.1 | -0.23 | 0.03 | 0.27 | 0.16 | -5.52 | 0.19 | 0.11 | -0.08 | 0.02 | 0.03 | 0.14 | 0.01 | 0.16 | 0.24 | 0.0 |
Alpha | NA | 0.14 | 0.16 | 0.16 | 0.1 | 0.23 | NA | 0.17 | 0.12 | 0.1 | 0.28 | -0.05 | 0.1 | 1.67 | -0.13 | 0.03 | 0.2 | 0.17 | 0.43 | 0.0 | 0.24 | -0.01 | -0.33 | NA |
Beta | NA | -2.15 | -2.59 | -2.15 | -2.39 | -2.46 | NA | -2.98 | -2.36 | -2.09 | -2.53 | -2.51 | -2.76 | -1.02 | -3.34 | -4.05 | -3.25 | -2.75 | -3.74 | -3.9 | -3.78 | -3.8 | -3.94 | NA |
RSquared | NA | 0.37 | 0.47 | 0.44 | 0.6 | 0.11 | NA | 0.22 | 0.44 | 0.5 | 0.38 | 0.77 | 0.58 | 0.0 | 0.38 | 0.65 | 0.62 | 0.43 | 0.56 | 0.74 | 0.85 | 0.81 | 0.85 | 0.0 |
Yield(%) | N/A | 1.6 | 3.7 | 2.7 | 0.6 | 0.1 | 0.0 | N/A | 3.4 | 0.0 | 0.0 | 0.3 | 0.9 | 1.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -61.7 | 233.3 | -34.3 | 103.6 | N/A | N/A | N/A | N/A | N/A | -100.0 | -83.6 | 34.1 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/30/2008
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