Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RWVG (Direxion Russell 1000 Value Over Growth) | NA | -5.07% | 2.05% | NA | NA | NA | NA | … | … |
Data as of 10/03/2022, Common starting date is 01/17/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RWVG (Direxion Russell 1000 Value Over Growth) | 01/17/2019 | 10/03/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.07 | 2.05 | NA | NA | NA | NA | … | … | -9.27 | 23.20 | -13.34 | 12.81 |
| Sharpe Ratio | NA | -0.31 | 0.06 | NA | NA | NA | NA | … | … | -0.74 | 1.40 | -0.34 | 1.01 |
| Standard Deviation(%) | NA | 17.28 | 26.28 | NA | NA | NA | NA | … | … | 17.62 | 16.54 | 39.24 | 11.91 |
| Draw Down(%) | NA | 15.95 | 42.78 | NA | NA | NA | NA | … | … | 15.95 | 10.79 | 42.72 | 7.90 |
| Yield(%) | 0.00 | 1.39 | 1.50 | 1.02 | 0.51 | 0.34 | 0.25 | … | … | 0.62 | 1.51 | 1.05 | 1.74 |
Data as of 10/03/2022, Common starting date is 01/17/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RWVG (Direxion Russell 1000 Value Over Growth) |
0.91%
Sep 2019 – Sep 2022 |
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 |
|---|---|---|---|---|
| RWVG (Direxion Russell 1000 Value Over Growth) |
8.54%
May 2019 – May 2022 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart