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DXSCX: Direxion Indexed Cmdty Strategy C (MUTUAL FUND)
Basic Info
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (35%) |
Start Date: | 03/05/2010 |
Last Dividend Date: | 10/30/2017 |
12-Mo. Yield | 0.00% |
Expenses | 2.04% |
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Performance Analytics (As of 08/28/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 03/05/2010 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 1.3 | -0.5 | -7.2 | 1.2 | -13.0 | 6.4 | -15.2 | -10.8 | -5.8 | -7.8 | -22.9 | 8.7 |
Sharpe Ratio | NA | -0.09 | -0.62 | -1.02 | -0.83 | 0.11 | -1.65 | 0.71 | -2.71 | -1.72 | -1.04 | -0.83 | -1.68 | 0.72 |
Draw Down(%) | NA | 6.1 | 19.1 | 36.0 | 58.8 | 6.1 | 16.5 | 7.1 | 15.7 | 11.7 | 9.7 | 10.5 | 32.1 | 17.5 |
Standard Deviation(%) | NA | 9.2 | 8.3 | 7.6 | 9.5 | 9.5 | 8.3 | 8.6 | 5.6 | 6.3 | 5.6 | 9.5 | 13.6 | 14.6 |
Treynor Ratio | NA | -0.02 | -0.17 | -0.27 | -0.29 | 0.02 | -0.39 | 0.2 | -1.08 | -0.4 | -0.17 | -0.23 | -1.6 | 0.31 |
Alpha | NA | -0.03 | -0.02 | -0.03 | -0.03 | 0.0 | -0.06 | 0.0 | -0.05 | -0.01 | -0.01 | -0.04 | -0.1 | 0.02 |
Beta | NA | 0.41 | 0.29 | 0.28 | 0.27 | 0.48 | 0.35 | 0.31 | 0.14 | 0.27 | 0.34 | 0.35 | 0.14 | 0.33 |
RSquared | NA | 0.32 | 0.3 | 0.3 | 0.2 | 0.44 | 0.27 | 0.42 | 0.2 | 0.24 | 0.4 | 0.3 | 0.05 | 0.19 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/05/2010
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