Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DXMAX (DIREXION INDEXED MANAGED FUTURES STRATEGY FUND CLASS A) | NA | -19.53% | -8.43% | -2.56% | NA | NA | NA | … | … |
Data as of 12/22/2017, Common starting date is 02/06/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DXMAX (DIREXION INDEXED MANAGED FUTURES STRATEGY FUND CLASS A) | 02/06/2012 | 12/22/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -19.53 | -8.43 | -2.56 | NA | NA | NA | … | … | -19.02 | 3.33 | -8.82 | 14.65 | 0.13 | -6.12 |
| Sharpe Ratio | NA | -2.07 | -0.88 | -0.27 | NA | NA | NA | … | … | -2.05 | 0.32 | -0.86 | 1.32 | 0.01 | -0.78 |
| Standard Deviation(%) | NA | 9.75 | 9.93 | 10.14 | NA | NA | NA | … | … | 9.76 | 9.70 | 10.26 | 11.05 | 9.88 | 8.83 |
| Draw Down(%) | NA | 21.76 | 27.17 | 27.17 | NA | NA | NA | … | … | 21.03 | 7.31 | 18.52 | 10.16 | 8.04 | 10.06 |
| Yield(%) | 0.00 | 10.49 | 5.24 | 3.67 | 1.72 | 1.15 | 0.86 | … | … | 10.70 | 6.97 | 0.00 | 0.42 | 0.00 | 0.00 |
Data as of 12/22/2017, Common starting date is 02/06/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DXMAX (DIREXION INDEXED MANAGED FUTURES STRATEGY FUND CLASS A) |
-7.28%
Nov 2014 – Nov 2017 |
-4.88%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DXMAX (DIREXION INDEXED MANAGED FUTURES STRATEGY FUND CLASS A) |
2.60%
Dec 2013 – Dec 2016 |
-1.64%
Mar 2012 – Mar 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart