Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QMJ (Direxion S&P 500 High minus Low Quality ETF) | NA | 28.63% | NA | NA | NA | NA | NA | … | … |
Data as of 09/27/2021, Common starting date is 02/12/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QMJ (Direxion S&P 500 High minus Low Quality ETF) | 02/12/2020 | 09/27/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 28.63 | NA | NA | NA | NA | NA | … | … | 18.87 | 14.56 |
| Sharpe Ratio | NA | 2.02 | NA | NA | NA | NA | NA | … | … | 1.93 | 0.46 |
| Standard Deviation(%) | NA | 15.01 | NA | NA | NA | NA | NA | … | … | 13.77 | 35.36 |
| Draw Down(%) | NA | 9.50 | NA | NA | NA | NA | NA | … | … | 5.50 | 26.79 |
| Yield(%) | 0.00 | 1.02 | 0.71 | 0.43 | 0.21 | 0.14 | 0.11 | … | … | 0.59 | 1.46 |
Data as of 09/27/2021, Common starting date is 02/12/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QMJ (Direxion S&P 500 High minus Low Quality ETF) |
0.00%
NA |
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 |
|---|---|---|---|---|
| QMJ (Direxion S&P 500 High minus Low Quality ETF) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart