Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TYBS (Direxion Daily 20+ Year Treasury Bear 1X Shares) | NA | -17.57% | -11.00% | -8.49% | NA | NA | NA | … | … |
Data as of 10/01/2020, Common starting date is 03/23/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TYBS (Direxion Daily 20+ Year Treasury Bear 1X Shares) | 03/23/2011 | 10/01/2020 |
| 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 | -17.57 | -11.00 | -8.49 | NA | NA | NA | … | … | -21.84 | -10.38 | 3.13 | -8.73 | -3.48 | -1.95 | -23.52 | 13.99 | -6.67 | -29.19 |
| Sharpe Ratio | NA | -0.83 | -0.80 | -0.67 | NA | NA | NA | … | … | -1.18 | -1.00 | 0.18 | -0.92 | -0.29 | -0.10 | -2.18 | 1.09 | -0.44 | -1.79 |
| Standard Deviation(%) | NA | 21.66 | 15.19 | 13.82 | NA | NA | NA | … | … | 23.85 | 11.76 | 9.80 | 10.21 | 12.86 | 20.11 | 10.80 | 12.79 | 15.54 | 20.04 |
| Draw Down(%) | NA | 24.98 | 37.40 | 40.29 | NA | NA | NA | … | … | 24.50 | 19.37 | 7.49 | 11.23 | 17.60 | 11.97 | 24.05 | 8.26 | 18.10 | 31.30 |
| Yield(%) | 0.00 | 0.69 | 1.18 | 0.65 | 0.18 | 0.12 | 0.09 | … | … | 0.47 | 1.84 | 1.34 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/01/2020, Common starting date is 03/23/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TYBS (Direxion Daily 20+ Year Treasury Bear 1X Shares) |
-13.80%
Jul 2013 – Jul 2016 |
-13.14%
Jun 2011 – Jun 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TYBS (Direxion Daily 20+ Year Treasury Bear 1X Shares) |
0.38%
Feb 2016 – Feb 2019 |
-3.96%
Apr 2013 – Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart