Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DXQSX (Direxion Mthly NASDAQ-100 Bear 2X Inv) | NA | 45.07% | -17.12% | -15.37% | NA | NA | NA | -18.49% |
Data as of 04/30/2012, AR inception is 05/05/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DXQSX (Direxion Mthly NASDAQ-100 Bear 2X Inv) | 05/05/2006 | 04/30/2012 |
| 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 | 45.07 | -17.12 | -15.37 | NA | NA | NA | -18.49 | 42.42 | -14.98 | -42.64 | -53.25 | 82.94 | -36.30 | -4.89 |
| Sharpe Ratio | NA | 0.73 | -0.33 | -0.21 | NA | NA | NA | -0.24 | 1.48 | -0.33 | -1.09 | -0.58 | 0.76 | -0.85 | -0.26 |
| Standard Deviation(%) | NA | 61.78 | 51.74 | 74.71 | NA | NA | NA | 70.45 | 132.59 | 45.00 | 39.03 | 91.81 | 107.17 | 46.44 | 40.97 |
| Draw Down(%) | NA | 43.50 | 73.64 | 90.23 | NA | NA | NA | 90.23 | 28.01 | 29.23 | 50.53 | 79.21 | 43.69 | 48.26 | 42.30 |
| Yield(%) | 0.00 | 0.00 | 13.46 | 7.38 | 3.06 | 2.04 | 1.53 | 6.12 | 0.00 | 0.00 | 40.55 | 15.65 | 9.71 | 0.00 | 0.00 |
Data as of 04/30/2012, AR inception is 05/05/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DXQSX (Direxion Mthly NASDAQ-100 Bear 2X Inv) |
-46.93%
Feb 2009 - Feb 2012 |
-28.56%
Jul 2006 - Jul 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DXQSX (Direxion Mthly NASDAQ-100 Bear 2X Inv) |
-10.46%
Aug 2007 - Aug 2010 |
-17.44%
Mar 2007 - Mar 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart