Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DZK (Direxion Daily MSCI Developed Markets Bull 3X Shares) | NA | -31.40% | -15.90% | -4.48% | -1.89% | NA | NA | … | … |
Data as of 10/23/2020, Common starting date is 12/17/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DZK (Direxion Daily MSCI Developed Markets Bull 3X Shares) | 12/17/2008 | 10/23/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -31.40 | -15.90 | -4.48 | -1.89 | NA | NA | … | … | -39.80 | 63.31 | -43.62 | 85.21 | -9.76 | -12.68 | -23.25 | 65.72 | 49.26 | -49.55 | 6.55 | 48.69 | -2.44 |
| Sharpe Ratio | NA | -0.34 | -0.27 | -0.09 | -0.04 | NA | NA | … | … | -0.45 | 1.85 | -1.03 | 3.68 | -0.17 | -0.25 | -0.62 | 1.61 | 0.95 | -0.55 | 0.09 | 0.50 | -0.38 |
| Standard Deviation(%) | NA | 94.71 | 63.27 | 56.65 | 57.34 | NA | NA | … | … | 104.44 | 33.53 | 43.73 | 23.13 | 57.10 | 50.51 | 37.28 | 40.82 | 52.50 | 90.94 | 71.08 | 96.78 | 130.73 |
| Draw Down(%) | NA | 76.09 | 81.23 | 81.23 | 81.23 | NA | NA | … | … | 76.09 | 23.48 | 57.80 | 6.50 | 34.13 | 44.63 | 37.78 | 28.48 | 43.41 | 67.51 | 53.37 | 70.49 | 17.65 |
| Yield(%) | 0.00 | 0.75 | 1.30 | 1.04 | 1.71 | 3.26 | 2.44 | … | … | 0.14 | 2.28 | 1.07 | 2.12 | 0.00 | 0.00 | 0.00 | 0.00 | 0.97 | 5.78 | 11.35 | 20.89 | 0.00 |
Data as of 10/23/2020, Common starting date is 12/17/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DZK (Direxion Daily MSCI Developed Markets Bull 3X Shares) |
-20.67%
Mar 2017 – Mar 2020 |
-15.76%
Mar 2015 – Mar 2020 |
-6.94%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DZK (Direxion Daily MSCI Developed Markets Bull 3X Shares) |
41.46%
May 2012 – May 2015 |
36.74%
Feb 2009 – Feb 2014 |
14.47%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart