Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DXMTX (Direxion PSI Macro Trends) | NA | -9.39% | -11.51% | NA | NA | NA | NA | … | … |
Data as of 10/22/2010, Common starting date is 01/11/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DXMTX (Direxion PSI Macro Trends) | 01/11/2007 | 10/22/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.39 | -11.51 | NA | NA | NA | NA | … | … | -9.32 | 25.49 | -37.47 | -2.67 |
| Sharpe Ratio | NA | -0.65 | -0.49 | NA | NA | NA | NA | … | … | -0.88 | 0.98 | -1.31 | -0.33 |
| Standard Deviation(%) | NA | 14.48 | 24.50 | NA | NA | NA | NA | … | … | 12.99 | 25.91 | 29.15 | 17.51 |
| Draw Down(%) | NA | 14.04 | 54.57 | NA | NA | NA | NA | … | … | 14.04 | 25.20 | 46.56 | 11.44 |
| Yield(%) | 0.00 | 0.13 | 1.30 | 0.78 | 0.39 | 0.26 | 0.19 | … | … | 0.00 | 0.17 | 0.94 | 2.91 |
Data as of 10/22/2010, Common starting date is 01/11/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DXMTX (Direxion PSI Macro Trends) |
-11.70%
Sep 2007 – Sep 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DXMTX (Direxion PSI Macro Trends) |
-6.13%
Mar 2007 – Mar 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart