Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DXCTX (DIREXION INDEXED COMMODITY STRATEGY FUND CLASS A) | NA | -6.14% | -4.04% | -4.03% | -6.00% | NA | NA | -6.75% |
Data as of 02/28/2020, AR inception is 06/12/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DXCTX (DIREXION INDEXED COMMODITY STRATEGY FUND CLASS A) | 06/12/2008 | 02/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.02 | -6.14 | -4.04 | -4.03 | -6.00 | NA | NA | -6.75 | -2.79 | -2.24 | -0.80 | -8.35 | 7.16 | -14.52 | -10.21 | -5.12 | -7.15 | -22.43 | -0.71 | -11.30 | 8.45 |
| Sharpe Ratio | NA | -1.05 | -0.70 | -0.64 | -0.70 | NA | NA | -0.58 | -2.26 | -0.54 | -0.25 | -1.26 | 0.80 | -2.56 | -1.62 | -0.92 | -0.76 | -1.65 | -0.05 | -0.61 | 0.57 |
| Standard Deviation(%) | NA | 7.08 | 7.47 | 7.56 | 9.02 | NA | NA | 11.66 | 7.69 | 6.77 | 8.56 | 7.16 | 8.70 | 5.67 | 6.32 | 5.60 | 9.53 | 13.61 | 14.85 | 18.61 | 26.59 |
| Draw Down(%) | NA | 8.60 | 14.73 | 21.00 | 56.84 | NA | NA | 64.41 | 6.61 | 9.54 | 6.83 | 13.28 | 6.86 | 15.23 | 11.19 | 9.17 | 10.28 | 31.87 | 24.91 | 23.01 | 16.82 |
| Yield(%) | 0.00 | 7.36 | 3.70 | 2.05 | 0.68 | 0.56 | 0.42 | 0.77 | 1.93 | 5.70 | 0.00 | 4.47 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.38 | 0.25 |
Data as of 02/28/2020, AR inception is 06/12/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DXCTX (DIREXION INDEXED COMMODITY STRATEGY FUND CLASS A) |
-14.62%
Apr 2011 - Apr 2014 |
-13.07%
Mar 2011 - Mar 2016 |
-8.13%
Nov 2008 - Nov 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DXCTX (DIREXION INDEXED COMMODITY STRATEGY FUND CLASS A) |
0.36%
Sep 2015 - Sep 2018 |
-4.03%
Dec 2014 - Dec 2019 |
-5.20%
Aug 2008 - Aug 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart