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TZA: Direxion Daily Small Cap Bear 3X Shares (ETF)
Basic Info 19.99 0.59(2.87%) April 26
Asset Class: | Trading-Inverse Equity |
MyPlanIQ Rating: | (47%) |
Start Date: | 11/19/2008 |
Last Dividend Date: | 03/19/2024 |
12-Mo. Yield | 6.78% |
Expenses | 1.04% |
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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(%) | -8.0 | 1.4 | -41.0 | -11.7 | -21.5 | -37.1 | -46.4 | -49.9 | -40.9 | 30.2 | -50.8 | -80.4 | 133.2 | 25.1 | -38.2 | -55.9 | -76.6 | -29.3 | -68.6 | -49.0 | -43.5 | -68.3 | -79.4 | -59.1 |
Sharpe Ratio | NA | 0.01 | -0.75 | -0.2 | -0.22 | -0.41 | NA | -0.57 | -0.75 | 0.34 | -0.77 | -0.68 | 0.8 | 0.45 | -1.11 | -1.04 | -0.52 | -0.61 | -1.6 | -1.0 | -0.45 | -0.93 | -0.76 | -0.48 |
Draw Down(%) | NA | 28.3 | 57.1 | 66.2 | 97.9 | 99.3 | NA | 100.0 | 52.4 | 48.2 | 61.4 | 93.7 | 46.3 | 43.4 | 40.9 | 73.7 | 82.7 | 41.6 | 68.6 | 49.2 | 60.1 | 73.4 | 91.7 | 65.9 |
Standard Deviation(%) | NA | 59.8 | 60.1 | 69.1 | 106.7 | 93.5 | NA | 89.4 | 60.9 | 84.3 | 66.2 | 119.0 | 164.7 | 53.0 | 35.2 | 54.2 | 146.5 | 47.7 | 42.9 | 49.5 | 96.7 | 73.6 | 105.3 | 206.6 |
Treynor Ratio | NA | 0.0 | 0.12 | 0.04 | 0.07 | 0.12 | NA | 0.15 | 0.13 | -0.09 | 0.14 | 0.25 | -0.6 | -0.09 | 0.09 | 0.15 | 0.27 | 0.08 | 0.2 | 0.14 | 0.11 | 0.18 | 0.22 | 0.28 |
Alpha | NA | 0.35 | 0.15 | 0.13 | 0.37 | 0.17 | NA | 0.1 | 0.14 | 0.0 | 0.19 | -0.08 | 1.5 | 0.09 | 0.16 | -0.09 | -0.25 | 0.09 | -0.03 | 0.0 | 0.03 | -0.12 | -0.02 | -0.62 |
Beta | NA | -3.67 | -3.64 | -3.39 | -3.21 | -3.19 | NA | -3.41 | -3.59 | -3.24 | -3.75 | -3.2 | -2.19 | -2.79 | -4.26 | -3.67 | -2.88 | -3.5 | -3.47 | -3.54 | -3.96 | -3.8 | -3.59 | -3.59 |
RSquared | NA | 0.5 | 0.52 | 0.73 | 0.13 | 0.16 | NA | 0.27 | 0.61 | 0.87 | 0.56 | 0.83 | 0.01 | 0.8 | 0.65 | 0.78 | 0.25 | 0.69 | 0.8 | 0.83 | 0.92 | 0.88 | 0.89 | 0.93 |
Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 3.1 | 0.0 | 0.0 | 0.2 | 0.6 | 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 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | -82.2 | -8.2 | 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 11/05/2008
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