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DXQSX: Direxion Mthly NASDAQ-100 Bear 2X Inv (MUTUAL FUND)
Basic Info
Asset Class: | Bear Market |
MyPlanIQ Rating: |
Not Rated
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Start Date: | 05/05/2006 |
Last Dividend Date: | 09/28/2010 |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 04/30/2012)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 05/05/2006 |
2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 45.1 | -17.1 | -15.4 | -15.7 | 42.4 | -15.0 | -42.6 | -53.3 | 82.9 | -36.3 | -4.9 |
Sharpe Ratio | NA | 0.73 | -0.33 | -0.21 | -0.24 | 1.48 | -0.33 | -1.09 | -0.58 | 0.76 | -0.85 | -0.26 |
Draw Down(%) | NA | 43.5 | 73.6 | 90.2 | 90.2 | 28.0 | 29.2 | 50.5 | 79.2 | 43.7 | 48.3 | 42.3 |
Standard Deviation(%) | NA | 61.8 | 51.7 | 74.7 | 70.5 | 132.6 | 45.0 | 39.0 | 91.8 | 107.2 | 46.4 | 41.0 |
Treynor Ratio | NA | -0.3 | 0.09 | 0.07 | 0.07 | 4.96 | 0.09 | 0.22 | 0.23 | -0.34 | 0.15 | 0.03 |
Alpha | NA | 0.07 | -0.03 | -0.19 | -0.02 | 0.82 | 0.0 | -0.05 | 0.15 | 0.09 | -0.11 | 0.09 |
Beta | NA | -1.52 | -1.84 | -2.28 | -2.26 | 0.4 | -1.69 | -1.97 | -2.32 | -2.43 | -2.6 | -3.3 |
RSquared | NA | 0.27 | 0.45 | 0.74 | 0.6 | 0.0 | 0.83 | 0.88 | 0.35 | 0.9 | 0.8 | 0.84 |
Yield(%) | N/A | 0.0 | 13.5 | 7.4 | N/A | 0.0 | 0.0 | 40.5 | 15.7 | 9.7 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | N/A | N/A | N/A | N/A | -100.0 | -35.2 | 141.9 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/05/2006
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