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DXCTX: DIREXION INDEXED COMMODITY STRATEGY FUND CLASS A (MUTUAL FUND)
Basic Info
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (31%) |
Start Date: | 06/12/2008 |
Last Dividend Date: | 01/02/2020 |
12-Mo. Yield | 7.36% |
Expenses | 1.33% |
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Performance Analytics (As of 08/28/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/13/2008 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -1.9 | -1.0 | -1.6 | -4.9 | -6.3 | -2.8 | -2.2 | -0.8 | -8.4 | 7.2 | -14.5 | -10.2 | -5.1 | -7.1 | -22.4 | -0.7 | -11.3 | 8.5 |
Sharpe Ratio | NA | -1.05 | -0.7 | -0.64 | -0.7 | -0.58 | -2.26 | -0.54 | -0.25 | -1.26 | 0.8 | -2.56 | -1.62 | -0.92 | -0.76 | -1.65 | -0.05 | -0.61 | 0.57 |
Draw Down(%) | NA | 8.6 | 14.7 | 21.0 | 56.8 | 64.4 | 6.6 | 9.5 | 6.8 | 13.3 | 6.9 | 15.2 | 11.2 | 9.2 | 10.3 | 31.9 | 24.9 | 23.0 | 16.8 |
Standard Deviation(%) | NA | 7.1 | 7.5 | 7.6 | 9.0 | 11.7 | 7.7 | 6.8 | 8.6 | 7.2 | 8.7 | 5.7 | 6.3 | 5.6 | 9.5 | 13.6 | 14.9 | 18.6 | 26.6 |
Treynor Ratio | NA | -0.28 | -0.16 | -0.17 | -0.23 | -0.9 | -0.58 | -0.15 | -0.05 | -0.25 | 0.22 | -1.03 | -0.37 | -0.15 | -0.21 | -1.57 | -0.03 | -3.08 | -0.37 |
Alpha | NA | -0.01 | -0.01 | -0.01 | -0.02 | -0.02 | 0.04 | -0.02 | 0.01 | -0.04 | 0.0 | -0.04 | -0.01 | -0.01 | -0.03 | -0.1 | -0.01 | -0.04 | -0.13 |
Beta | NA | 0.26 | 0.32 | 0.29 | 0.27 | 0.08 | 0.3 | 0.24 | 0.41 | 0.36 | 0.32 | 0.14 | 0.27 | 0.34 | 0.35 | 0.14 | 0.25 | 0.04 | -0.41 |
RSquared | NA | 0.27 | 0.35 | 0.35 | 0.22 | 0.01 | 0.33 | 0.23 | 0.48 | 0.38 | 0.42 | 0.2 | 0.25 | 0.4 | 0.3 | 0.05 | 0.11 | 0.0 | 0.37 |
Yield(%) | N/A | 7.4 | 3.7 | 2.0 | 0.7 | N/A | 2.0 | 5.7 | 0.0 | 4.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 2.4 | 0.3 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | -68.8 | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | 862.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/13/2008
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