Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DXDLX (Direxion Mthly Dev Mkts Bull 2X Inv) | NA | 16.44% | 54.93% | 19.87% | NA | NA | NA | … | … |
Data as of 09/23/2011, Common starting date is 01/30/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DXDLX (Direxion Mthly Dev Mkts Bull 2X Inv) | 01/30/2006 | 09/23/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 16.44 | 54.93 | 19.87 | NA | NA | NA | … | … | 0.10 | 6.73 | 41.46 | 34.40 | 0.07 | 28.16 |
| Sharpe Ratio | NA | 0.46 | 0.66 | 0.28 | NA | NA | NA | … | … | 0.00 | 0.13 | 0.65 | 0.18 | -0.08 | 0.95 |
| Standard Deviation(%) | NA | 36.01 | 82.89 | 69.12 | NA | NA | NA | … | … | 35.56 | 49.36 | 64.05 | 187.74 | 36.98 | 29.09 |
| Draw Down(%) | NA | 21.38 | 70.17 | 86.34 | NA | NA | NA | … | … | 21.38 | 38.59 | 53.64 | 82.86 | 24.36 | 30.14 |
| Yield(%) | 0.00 | 0.00 | 3.17 | 4.52 | 2.38 | 1.59 | 1.19 | … | … | 0.00 | 0.00 | 0.00 | 5.23 | 8.39 | 7.94 |
Data as of 09/23/2011, Common starting date is 01/30/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DXDLX (Direxion Mthly Dev Mkts Bull 2X Inv) |
0.12%
Feb 2006 – Feb 2009 |
19.31%
Aug 2006 – Aug 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DXDLX (Direxion Mthly Dev Mkts Bull 2X Inv) |
46.32%
Aug 2008 – Aug 2011 |
23.97%
Feb 2006 – Feb 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart