Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DXDSX (Direxion Mthly Dev Mkts Bear 2X Inv) | NA | -25.83% | -21.69% | -12.55% | NA | NA | NA | … | … |
Data as of 09/23/2011, Common starting date is 02/02/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DXDSX (Direxion Mthly Dev Mkts Bear 2X Inv) | 02/02/2006 | 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 | -25.83 | -21.69 | -12.55 | NA | NA | NA | … | … | -6.82 | -32.23 | -16.46 | 39.54 | -16.63 | -32.35 |
| Sharpe Ratio | NA | -0.75 | -0.25 | -0.15 | NA | NA | NA | … | … | -0.29 | -0.67 | -0.18 | 0.38 | -0.53 | -1.29 |
| Standard Deviation(%) | NA | 34.73 | 87.99 | 91.81 | NA | NA | NA | … | … | 32.38 | 48.54 | 92.80 | 100.64 | 36.90 | 29.64 |
| Draw Down(%) | NA | 35.66 | 78.92 | 78.92 | NA | NA | NA | … | … | 23.96 | 47.28 | 76.29 | 50.39 | 31.25 | 33.84 |
| Yield(%) | 0.00 | 4.84 | 21.08 | 13.47 | 5.47 | 3.64 | 2.73 | … | … | 0.00 | 91.99 | 23.65 | 24.90 | 0.00 | 0.00 |
Data as of 09/23/2011, Common starting date is 02/02/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DXDSX (Direxion Mthly Dev Mkts Bear 2X Inv) |
-22.25%
Sep 2006 – Sep 2009 |
-14.92%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DXDSX (Direxion Mthly Dev Mkts Bear 2X Inv) |
12.24%
Jun 2007 – Jun 2010 |
-12.18%
Aug 2006 – Aug 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart