Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RUSS (Direxion Daily Russia Bear 3X Shares) | NA | -32.17% | -32.20% | -19.77% | NA | NA | NA | … | … |
Data as of 05/01/2020, Common starting date is 05/25/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RUSS (Direxion Daily Russia Bear 3X Shares) | 05/25/2011 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -32.17 | -32.20 | -19.77 | NA | NA | NA | … | … | 34.47 | -66.96 | -11.04 | -26.05 | -83.42 | -66.62 | 150.67 | -24.51 | -61.37 | 1.94 |
| Sharpe Ratio | NA | -0.46 | -0.63 | -0.74 | NA | NA | NA | … | … | 0.64 | -1.96 | -0.44 | -0.88 | -1.26 | -0.74 | 1.16 | -0.71 | -0.97 | -0.14 |
| Standard Deviation(%) | NA | 119.94 | 86.02 | 88.00 | NA | NA | NA | … | … | 198.97 | 46.11 | 74.06 | 51.70 | 92.78 | 115.56 | 114.16 | 60.52 | 82.52 | 141.62 |
| Draw Down(%) | NA | 62.31 | 87.36 | 98.17 | NA | NA | NA | … | … | 61.47 | 67.25 | 37.09 | 49.98 | 89.99 | 80.55 | 62.35 | 53.73 | 67.39 | 64.66 |
| Yield(%) | 0.00 | 0.70 | 0.31 | 0.04 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.72 | 0.62 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/01/2020, Common starting date is 05/25/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RUSS (Direxion Daily Russia Bear 3X Shares) |
-56.04%
Apr 2014 – Apr 2017 |
-48.91%
Sep 2011 – Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RUSS (Direxion Daily Russia Bear 3X Shares) |
15.45%
Apr 2017 – Apr 2020 |
-14.40%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart