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Direxion Auspice Broad Commodity Strategy ETF

COM
ETF · Currency in USD
ISIN
US25460E3071
CUSIP
25460E307
Issuer
Direxion
Inception Date
Mar 30, 2017
Region
Global (Broad)
Category
Commodities
Expense Ratio
0.70%
Index Tracked
Auspice Broad Commodity ER Index
ETF Home Page
www.direxion.com
Asset Class
Commodity

COMPrice Chart


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COMPerformance

The chart shows the growth of $10,000 invested in Direxion Auspice Broad Commodity Strategy ETF on Mar 31, 2017 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,520 for a total return of roughly 35.20%. All prices are adjusted for splits and dividends.


COM (Direxion Auspice Broad Commodity Strategy ETF)
Benchmark (S&P 500)

COMReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M7.18%
6M12.49%
YTD29.71%
1Y36.14%
5Y6.83%
10Y6.83%

COMMonthly Returns Heatmap


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COMSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Direxion Auspice Broad Commodity Strategy ETF Sharpe ratio is 2.99. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


COM (Direxion Auspice Broad Commodity Strategy ETF)
Benchmark (S&P 500)

COMDividends

Direxion Auspice Broad Commodity Strategy ETF granted a 0.00% dividend yield in the last twelve months, as of Oct 23, 2021. The annual payout for that period amounted to $0.00 per share.


PeriodTTM2020201920182017
Dividend$0.00$0.03$0.26$0.57$0.02

Dividend yield

0.00%0.13%1.09%2.36%0.09%

COMDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


COM (Direxion Auspice Broad Commodity Strategy ETF)
Benchmark (S&P 500)

COMWorst Drawdowns

The table below shows the maximum drawdowns of the Direxion Auspice Broad Commodity Strategy ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Direxion Auspice Broad Commodity Strategy ETF is 15.94%, recorded on Mar 20, 2020. It took 198 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.94%May 24, 2018459Mar 20, 2020198Dec 31, 2020657
-9.11%Apr 13, 201783Aug 10, 2017194May 18, 2018277
-4.94%Feb 25, 202121Mar 25, 202114Apr 15, 202135
-4.56%May 10, 202128Jun 17, 202126Jul 26, 202154
-3.79%Aug 16, 20215Aug 20, 202117Sep 15, 202122
-2.44%Jan 15, 202110Jan 29, 20214Feb 4, 202114
-2.4%Sep 16, 20213Sep 20, 20214Sep 24, 20217
-1.68%Jul 30, 20217Aug 9, 20213Aug 12, 202110
-1.06%Oct 21, 20211Oct 21, 2021
-0.9%May 5, 20211May 5, 20211May 6, 20212

COMVolatility Chart

Current Direxion Auspice Broad Commodity Strategy ETF volatility is 9.19%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


COM (Direxion Auspice Broad Commodity Strategy ETF)
Benchmark (S&P 500)

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