Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DXMCX (DIREXION INDEXED MANAGED FUTURES STRATEGY FUND CLASS C) | NA | -20.04% | -9.10% | -3.27% | 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 |
|---|---|---|
| DXMCX (DIREXION INDEXED MANAGED FUTURES STRATEGY FUND CLASS C) | 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 | -20.04 | -9.10 | -3.27 | NA | NA | NA | … | … | -19.53 | 2.57 | -9.54 | 13.78 | -0.62 | -6.77 |
| Sharpe Ratio | NA | -2.11 | -0.94 | -0.34 | NA | NA | NA | … | … | -2.09 | 0.24 | -0.93 | 1.25 | -0.07 | -0.86 |
| Standard Deviation(%) | NA | 9.80 | 9.94 | 10.15 | NA | NA | NA | … | … | 9.81 | 9.70 | 10.25 | 11.03 | 9.89 | 8.82 |
| Draw Down(%) | NA | 22.12 | 28.60 | 28.60 | NA | NA | NA | … | … | 21.39 | 7.61 | 19.01 | 10.42 | 8.23 | 10.24 |
| Yield(%) | 0.00 | 9.39 | 4.68 | 3.24 | 1.51 | 1.00 | 0.75 | … | … | 9.58 | 6.34 | 0.00 | 0.43 | 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 |
|---|---|---|---|---|
| DXMCX (DIREXION INDEXED MANAGED FUTURES STRATEGY FUND CLASS C) |
-7.96%
Nov 2014 – Nov 2017 |
-5.60%
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 |
|---|---|---|---|---|
| DXMCX (DIREXION INDEXED MANAGED FUTURES STRATEGY FUND CLASS C) |
1.82%
Dec 2013 – Dec 2016 |
-2.38%
Mar 2012 – Mar 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart