Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PEVEX (Direxion Evolution All-Cap Equity Inv) | NA | 17.77% | 2.51% | 1.92% | NA | NA | NA | … | … |
Data as of 01/14/2014, Common starting date is 04/07/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PEVEX (Direxion Evolution All-Cap Equity Inv) | 04/07/2004 | 01/14/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 17.77 | 2.51 | 1.92 | NA | NA | NA | … | … | 0.00 | 23.20 | 1.36 | -10.79 | -0.14 | -5.54 | -25.31 | 3.21 | 13.04 | 8.91 | 0.85 |
| Sharpe Ratio | NA | 1.77 | 0.18 | 0.13 | NA | NA | NA | … | … | 0.00 | 2.23 | 0.11 | -0.64 | -0.01 | -0.41 | -1.33 | 0.01 | 0.70 | 0.47 | 0.01 |
| Standard Deviation(%) | NA | 10.03 | 13.51 | 13.86 | NA | NA | NA | … | … | NA | 10.41 | 12.42 | 16.81 | 15.15 | 13.60 | 19.67 | 14.79 | 13.88 | 14.30 | 13.63 |
| Draw Down(%) | NA | 5.29 | 20.45 | 23.40 | NA | NA | NA | … | … | 0.00 | 5.29 | 11.83 | 19.63 | 22.01 | 10.27 | 28.68 | 8.37 | 15.30 | 11.77 | 14.68 |
| Yield(%) | 0.00 | 0.00 | 0.02 | 0.01 | 2.44 | 1.63 | 1.22 | … | … | 0.00 | 0.00 | 0.06 | 0.00 | 0.00 | 0.00 | 0.00 | 15.79 | 5.07 | 0.00 | 0.00 |
Data as of 01/14/2014, Common starting date is 04/07/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEVEX (Direxion Evolution All-Cap Equity Inv) |
-16.44%
Aug 2007 – Aug 2010 |
-9.82%
Oct 2007 – Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEVEX (Direxion Evolution All-Cap Equity Inv) |
14.43%
Oct 2004 – Oct 2007 |
1.00%
Dec 2008 – Dec 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart