Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BGZ (Direxion Daily Large Cap Bear 3X Shares) | NA | -37.37% | -49.02% | NA | NA | NA | NA | -64.57% |
Data as of 06/28/2012, AR inception is 11/19/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BGZ (Direxion Daily Large Cap Bear 3X Shares) | 11/19/2008 | 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 (%) | -1.25 | -37.37 | -49.02 | NA | NA | NA | NA | -64.57 | -22.59 | -32.66 | -48.74 | -70.70 | -43.19 |
| Sharpe Ratio | NA | -0.52 | -0.84 | NA | NA | NA | NA | -0.81 | -1.01 | -0.47 | -0.90 | -0.88 | -0.65 |
| Standard Deviation(%) | NA | 71.38 | 58.91 | NA | NA | NA | NA | 71.06 | 40.13 | 70.06 | 54.56 | 80.64 | 153.08 |
| Draw Down(%) | NA | 63.86 | 90.17 | NA | NA | NA | NA | 96.75 | 33.32 | 46.71 | 55.17 | 85.47 | 52.17 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/28/2012, AR inception is 11/19/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BGZ (Direxion Daily Large Cap Bear 3X Shares) |
-63.28%
Feb 2009 - Feb 2012 |
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 |
|---|---|---|---|---|
| BGZ (Direxion Daily Large Cap Bear 3X Shares) |
-48.79%
May 2009 - May 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart