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BGZ: Direxion Daily Large Cap Bear 3X Shares (ETF)
Basic Info
| Asset Class: | Trading-Inverse Equity |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 11/19/2008 |
| Last Dividend Date: | - |
| 12-Mo. Yield | 0.00% |
| Expenses | - |
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Performance Analytics (As of 06/28/2012)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | Since 11/19/2008 |
2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -1.3 | -37.4 | -49.5 | -57.8 | -22.6 | -32.7 | -48.7 | -70.7 | -43.2 |
| Sharpe Ratio | NA | -0.52 | -0.84 | -0.81 | -1.01 | -0.47 | -0.9 | -0.88 | -0.65 |
| Draw Down(%) | NA | 63.9 | 90.2 | 96.8 | 33.3 | 46.7 | 55.2 | 85.5 | 52.2 |
| Standard Deviation(%) | NA | 71.4 | 58.9 | 71.1 | 40.1 | 70.1 | 54.6 | 80.6 | 153.1 |
| Treynor Ratio | NA | 0.12 | 0.16 | 0.2 | 0.13 | 0.11 | 0.16 | 0.24 | 0.36 |
| Alpha | NA | -0.2 | -0.18 | -0.12 | 0.0 | 0.0 | -0.02 | -0.04 | -0.25 |
| Beta | NA | -3.02 | -3.02 | -2.94 | -3.06 | -3.02 | -3.01 | -2.92 | -2.74 |
| RSquared | NA | 0.99 | 0.98 | 0.99 | 0.99 | 1.0 | 0.99 | 0.99 | 0.99 |
| Yield(%) | N/A | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/19/2008
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