Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DXMIX (DIREXION INDEXED MANAGED FUTURES STRATEGY FUND INSTITUTIONAL CLASS) | NA | -19.37% | -8.23% | -2.32% | 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 |
|---|---|---|
| DXMIX (DIREXION INDEXED MANAGED FUTURES STRATEGY FUND INSTITUTIONAL CLASS) | 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 | -19.37 | -8.23 | -2.32 | NA | NA | NA | … | … | -18.88 | 3.59 | -8.60 | 14.96 | 0.40 | -5.97 |
| Sharpe Ratio | NA | -2.04 | -0.86 | -0.25 | NA | NA | NA | … | … | -2.03 | 0.35 | -0.84 | 1.35 | 0.04 | -0.76 |
| Standard Deviation(%) | NA | 9.78 | 9.94 | 10.14 | NA | NA | NA | … | … | 9.79 | 9.71 | 10.25 | 11.03 | 9.89 | 8.82 |
| Draw Down(%) | NA | 21.65 | 26.75 | 26.75 | NA | NA | NA | … | … | 20.93 | 7.22 | 18.41 | 10.06 | 7.97 | 9.99 |
| Yield(%) | 0.00 | 10.80 | 5.41 | 3.80 | 1.78 | 1.19 | 0.89 | … | … | 11.01 | 7.17 | 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 |
|---|---|---|---|---|
| DXMIX (DIREXION INDEXED MANAGED FUTURES STRATEGY FUND INSTITUTIONAL CLASS) |
-7.07%
Nov 2014 – Nov 2017 |
-4.64%
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 |
|---|---|---|---|---|
| DXMIX (DIREXION INDEXED MANAGED FUTURES STRATEGY FUND INSTITUTIONAL CLASS) |
2.86%
Dec 2013 – Dec 2016 |
-1.39%
Mar 2012 – Mar 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart