Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
BGU (Direxion Daily Large Cap Bull 3X Shares) | NA | -9.21% | 28.26% | NA | NA | NA | NA | 13.08% |
Data as of 06/28/2012, AR inception is 11/05/2008
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
BGU (Direxion Daily Large Cap Bull 3X Shares) | 11/05/2008 | 06/28/2012 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.50 | -9.21 | 28.26 | NA | NA | NA | NA | 13.08 | 16.60 | -14.91 | 39.81 | 45.83 | -28.52 |
Sharpe Ratio | NA | -0.12 | 0.47 | NA | NA | NA | NA | 0.14 | 0.91 | -0.21 | 0.73 | 0.57 | -0.55 |
Standard Deviation(%) | NA | 75.15 | 62.16 | NA | NA | NA | NA | 74.32 | 40.07 | 71.17 | 54.07 | 80.89 | 162.40 |
Draw Down(%) | NA | 52.73 | 53.81 | NA | NA | NA | NA | 71.32 | 28.01 | 53.81 | 43.44 | 64.32 | 53.02 |
Yield(%) | 0.00 | 0.00 | 1.68 | 0.79 | 0.39 | 0.26 | 0.20 | 1.31 | 0.00 | 0.00 | 2.81 | 0.98 | 0.13 |
Data as of 06/28/2012, AR inception is 11/05/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
BGU (Direxion Daily Large Cap Bull 3X Shares) |
20.16%
Dec 2008 - Dec 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
BGU (Direxion Daily Large Cap Bull 3X Shares) |
62.66%
Feb 2009 - Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart