DIREXION BREAKFAST COMMODITIES STRATEGY ETF ETFs

June 2024 · 1 minute read
Alpha 1 Year-4.67 Average Gain 1 Year3.96 Average Loss 1 Year-3.50 Batting Average 1 Year16.67 Beta 1 Year0.96 Capture Ratio Down 1 Year103.18 Capture Ratio Up 1 Year81.30 Correlation 1 Year91.09 High 1 Year10.71 Information Ratio 1 Year-0.81 Low 1 Year9.10 Maximum Loss 1 Year-10.51 Performance since Inception-7.35 R-Squared (R²) 1 Year82.98 Sortino Ratio 1 Year-0.19 Tracking Error 1 Year6.32 Trailing Performance 1 Month-4.10 Trailing Performance 1 Week-2.43 Trailing Performance 1 Year-3.17 Trailing Performance 3 Months-10.11 Trailing Performance 6 Months-10.53 Trailing Return 1 Month-4.86 Trailing Return 1 Year1.94 Trailing Return 2 Months-6.61 Trailing Return 3 Months-7.42 Trailing Return 6 Months-6.37 Trailing Return 9 Months-7.32 Trailing Return Since Inception-4.27 Trailing Return YTD - Year to Date-7.32 Treynor Ratio 1 Year-3.24

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