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ERY: Direxion Daily Energy Bear 2X Shares (ETF)
Basic Info 21.23 0.39(1.87%) April 26
Asset Class: | Trading-Inverse Equity |
MyPlanIQ Rating: | (89%) |
Start Date: | 11/19/2008 |
Last Dividend Date: | 03/19/2024 |
12-Mo. Yield | 4.34% |
Expenses | 1.08% |
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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 | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.5 | -22.8 | -26.1 | -51.0 | -43.4 | -17.7 | -32.8 | -35.5 | -1.2 | -73.6 | -68.0 | -11.9 | -38.7 | 628.1 | -5.7 | -67.5 | 39.6 | 4.4 | -57.1 | -30.9 | -49.8 | -60.0 | -69.8 | -43.1 |
Sharpe Ratio | NA | -1.94 | -0.79 | -0.94 | -0.53 | -0.21 | NA | -0.42 | -0.12 | -1.07 | -1.13 | -0.08 | -0.7 | 3.72 | -0.16 | -0.91 | 0.53 | 0.08 | -1.32 | -0.58 | -0.55 | -0.88 | -0.71 | -0.44 |
Draw Down(%) | NA | 33.6 | 40.9 | 88.8 | 99.3 | 99.3 | NA | 99.9 | 34.8 | 76.4 | 70.0 | 90.8 | 45.1 | 44.5 | 42.5 | 80.1 | 50.7 | 50.4 | 57.1 | 52.3 | 56.3 | 67.1 | 82.3 | 60.7 |
Standard Deviation(%) | NA | 30.4 | 38.0 | 56.5 | 85.2 | 89.9 | NA | 86.0 | 45.8 | 70.3 | 60.3 | 151.4 | 57.6 | 168.5 | 40.3 | 74.1 | 75.0 | 54.6 | 43.2 | 53.8 | 90.6 | 68.4 | 98.5 | 224.7 |
Treynor Ratio | NA | 1.34 | 0.32 | 0.39 | 0.18 | 0.07 | NA | 0.12 | 0.04 | 0.58 | 0.32 | 0.04 | 0.12 | -5.65 | 0.02 | 0.17 | -0.11 | -0.01 | 0.17 | 0.08 | 0.14 | 0.17 | 0.22 | 0.28 |
Alpha | NA | -0.28 | -0.03 | -0.19 | 0.05 | 0.24 | NA | 0.17 | 0.12 | -0.53 | -0.16 | 0.71 | 0.21 | 1.71 | 0.2 | -0.15 | 0.28 | 0.25 | 0.07 | 0.14 | -0.04 | -0.06 | 0.07 | 0.62 |
Beta | NA | -0.44 | -0.93 | -1.38 | -2.55 | -2.62 | NA | -2.96 | -1.35 | -1.28 | -2.11 | -3.44 | -3.21 | -1.11 | -2.57 | -4.03 | -3.49 | -3.34 | -3.29 | -3.69 | -3.62 | -3.48 | -3.24 | -3.5 |
RSquared | NA | 0.03 | 0.08 | 0.18 | 0.4 | 0.11 | NA | 0.21 | 0.15 | 0.19 | 0.21 | 0.61 | 0.48 | 0.0 | 0.18 | 0.52 | 0.52 | 0.48 | 0.7 | 0.77 | 0.86 | 0.86 | 0.81 | 0.78 |
Yield(%) | N/A | 1.4 | N/A | N/A | N/A | N/A | N/A | N/A | 3.7 | 0.9 | 0.0 | 0.4 | 1.0 | 0.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -67.8 | N/A | N/A | N/A | N/A | N/A | N/A | 1177.8 | N/A | -100.0 | -74.6 | 63.9 | 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 11/06/2008
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