Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SAGG (Direxion Daily Tot Bd Mkt Bear 1X ETF) | NA | -6.33% | -2.13% | -2.11% | NA | NA | NA | … | … |
Data as of 05/01/2020, Common starting date is 03/24/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAGG (Direxion Daily Tot Bd Mkt Bear 1X ETF) | 03/24/2011 | 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 | -6.33 | -2.13 | -2.11 | NA | NA | NA | … | … | -3.21 | -4.60 | 2.74 | -2.75 | -3.00 | -0.63 | -7.08 | 0.68 | -3.82 | -8.03 |
| Sharpe Ratio | NA | -0.85 | -0.56 | -0.54 | NA | NA | NA | … | … | -0.69 | -1.79 | 0.33 | -1.10 | -0.97 | -0.12 | -2.07 | 0.07 | -1.61 | -2.69 |
| Standard Deviation(%) | NA | 8.71 | 5.81 | 5.31 | NA | NA | NA | … | … | 14.27 | 3.35 | 4.24 | 3.10 | 3.30 | 5.71 | 3.43 | 9.48 | 2.42 | 3.81 |
| Draw Down(%) | NA | 8.09 | 11.43 | 13.29 | NA | NA | NA | … | … | 8.09 | 6.22 | 2.51 | 3.66 | 6.27 | 2.99 | 7.13 | 5.98 | 4.69 | 8.39 |
| Yield(%) | 0.00 | 1.23 | 0.99 | 0.57 | 0.23 | 0.16 | 0.12 | … | … | 0.00 | 1.69 | 1.30 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/01/2020, Common starting date is 03/24/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAGG (Direxion Daily Tot Bd Mkt Bear 1X ETF) |
-5.08%
Aug 2013 – Aug 2016 |
-4.36%
Apr 2011 – Apr 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAGG (Direxion Daily Tot Bd Mkt Bear 1X ETF) |
-0.20%
Apr 2016 – Apr 2019 |
-1.63%
Oct 2013 – Oct 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart