Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/30/2012.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DXDDX (Direxion Mthly Dollar Bear 2X Inv) | NA | -20.13% | 2.35% | -1.07% | NA | NA | NA | 0.96% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DXDDX (Direxion Mthly Dollar Bear 2X Inv) | 06/20/2006 | 04/30/2012 |
The return data shown below all have the same latest date: 04/30/2012.
AR inception is since 06/20/2006.
AR inception is since 06/20/2006.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -20.13 | 2.35 | -1.07 | NA | NA | NA | 0.96 | -4.08 | -2.95 | -5.27 | 9.10 | -15.00 | 23.41 | 3.93 |
| Sharpe Ratio | NA | -0.97 | 0.11 | -0.07 | NA | NA | NA | -0.01 | -0.64 | -0.15 | -0.29 | 0.33 | -0.53 | 1.54 | 0.28 |
| Standard Deviation(%) | NA | 20.95 | 20.04 | 23.02 | NA | NA | NA | 21.76 | 18.87 | 19.63 | 18.48 | 27.48 | 29.68 | 13.27 | 14.82 |
| Draw Down(%) | NA | 23.15 | 30.94 | 43.25 | NA | NA | NA | 43.25 | 12.48 | 18.19 | 26.01 | 20.26 | 41.25 | 9.62 | 8.31 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.54 | 0.89 | 0.59 | 0.44 | 1.77 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 8.25 | 0.39 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DXDDX (Direxion Mthly Dollar Bear 2X Inv) |
-6.73%
Mar 2008 - Mar 2011 |
-0.24%
Mar 2007 - Mar 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DXDDX (Direxion Mthly Dollar Bear 2X Inv) |
8.46%
Feb 2009 - Feb 2012 |
4.79%
Jul 2006 - Jul 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart