Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DXCIX (DIREXION INDEXED COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) | NA | -5.91% | -3.80% | -3.79% | -5.77% | NA | NA | … | … |
Data as of 02/28/2020, Common starting date is 05/05/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DXCIX (DIREXION INDEXED COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) | 05/05/2009 | 02/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.03 | -5.91 | -3.80 | -3.79 | -5.77 | NA | NA | … | … | -2.74 | -2.00 | -0.58 | -8.11 | 7.47 | -14.36 | -9.97 | -4.89 | -6.94 | -22.26 | -0.43 | -3.04 |
| Sharpe Ratio | NA | -1.02 | -0.67 | -0.61 | -0.67 | NA | NA | … | … | -2.30 | -0.50 | -0.22 | -1.22 | 0.84 | -2.55 | -1.58 | -0.88 | -0.74 | -1.64 | -0.03 | -0.26 |
| Standard Deviation(%) | NA | 7.08 | 7.45 | 7.53 | 9.01 | NA | NA | … | … | 7.42 | 6.78 | 8.52 | 7.21 | 8.64 | 5.65 | 6.31 | 5.61 | 9.57 | 13.61 | 14.87 | 18.00 |
| Draw Down(%) | NA | 8.38 | 14.13 | 20.02 | 55.91 | NA | NA | … | … | 6.52 | 9.39 | 6.73 | 13.19 | 6.70 | 15.07 | 10.99 | 9.02 | 10.19 | 31.80 | 24.74 | 15.28 |
| Yield(%) | 0.00 | 7.83 | 3.98 | 2.21 | 0.74 | 0.43 | 0.32 | … | … | 1.96 | 6.16 | 0.00 | 4.87 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/28/2020, Common starting date is 05/05/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DXCIX (DIREXION INDEXED COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) |
-14.41%
Apr 2011 – Apr 2014 |
-12.86%
Mar 2011 – Mar 2016 |
-7.27%
Sep 2009 – Sep 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DXCIX (DIREXION INDEXED COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) |
0.58%
Sep 2015 – Sep 2018 |
-3.80%
Dec 2014 – Dec 2019 |
-6.23%
Jan 2010 – Jan 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart