Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MIDZ (Direxion Daily Mid Cap Bear 3X Shares) | NA | 42.13% | -6.71% | -18.27% | -22.18% | NA | NA | … | … |
Data as of 05/01/2020, Common starting date is 01/12/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MIDZ (Direxion Daily Mid Cap Bear 3X Shares) | 01/12/2009 | 05/01/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 42.13 | -6.71 | -18.27 | -22.18 | NA | NA | … | … | 81.16 | -52.81 | 30.80 | -38.87 | -51.16 | -8.28 | -32.80 | 85.76 | -47.29 | -33.48 | -62.04 | -81.92 |
| Sharpe Ratio | NA | 0.41 | -0.05 | -0.16 | -0.22 | NA | NA | … | … | 3.03 | -1.26 | 0.13 | -1.34 | -1.08 | -0.19 | -0.85 | 0.50 | -1.10 | -0.42 | -1.00 | -0.89 |
| Standard Deviation(%) | NA | 100.26 | 147.10 | 117.52 | 105.57 | NA | NA | … | … | 162.80 | 43.01 | 232.62 | 29.47 | 47.40 | 44.70 | 38.52 | 170.96 | 43.40 | 79.79 | 61.96 | 93.26 |
| Draw Down(%) | NA | 49.53 | 89.65 | 96.69 | 99.24 | NA | NA | … | … | 49.53 | 55.30 | 86.75 | 39.60 | 66.47 | 29.13 | 44.72 | 45.55 | 48.60 | 50.87 | 66.45 | 90.30 |
| Yield(%) | 0.00 | 0.90 | 0.25 | 0.07 | 0.01 | 0.00 | 0.00 | … | … | 0.00 | 0.59 | 0.26 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/01/2020, Common starting date is 01/12/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MIDZ (Direxion Daily Mid Cap Bear 3X Shares) |
-70.98%
Feb 2009 – Feb 2012 |
-50.69%
Feb 2009 – Feb 2014 |
-41.06%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MIDZ (Direxion Daily Mid Cap Bear 3X Shares) |
17.99%
Jan 2013 – Jan 2016 |
-11.89%
Feb 2011 – Feb 2016 |
-22.56%
Apr 2010 – Apr 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart