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Direxion Auspice Broad Commodity Strategy ETF (COM)

ETF · Currency in USD · Last updated May 17, 2022

COM is a passive ETF by Direxion tracking the investment results of the Auspice Broad Commodity ER Index. COM launched on Mar 30, 2017 and has a 0.70% expense ratio.

ETF Info

  • ISINUS25460E3071
  • CUSIP25460E307
  • IssuerDirexion
  • Inception DateMar 30, 2017
  • RegionGlobal (Broad)
  • CategoryCommodities
  • Expense Ratio0.70%
  • Index TrackedAuspice Broad Commodity ER Index
  • ETF Home Pagewww.direxion.com
  • Asset ClassCommodity

Trading Data

  • Previous Close$34.16
  • Year Range$26.08 - $35.28
  • EMA (50)$33.26
  • EMA (200)$30.53
  • Average Volume$146.25K

COMShare Price 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 $15,850 for a total return of roughly 58.50%. All prices are adjusted for splits and dividends.


COM (Direxion Auspice Broad Commodity Strategy ETF)
Benchmark (^GSPC)

COMReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-1.07%-8.76%
YTD18.82%-15.91%
6M16.16%-14.41%
1Y28.71%-3.97%
5Y10.71%11.78%
10Y9.92%11.76%

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 2.02. 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 (^GSPC)

COMDividend History

Direxion Auspice Broad Commodity Strategy ETF granted a 10.29% dividend yield in the last twelve months, as of May 17, 2022. The annual payout for that period amounted to $3.51 per share.


PeriodTTM20212020201920182017
Dividend$3.51$3.01$0.03$0.26$0.57$0.02

Dividend yield

10.29%10.47%0.13%1.22%2.69%0.11%

COMDrawdowns Chart

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


COM (Direxion Auspice Broad Commodity Strategy ETF)
Benchmark (^GSPC)

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 15.95%, recorded on Mar 20, 2020. It took 198 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.95%May 24, 2018444Mar 20, 2020198Dec 31, 2020642
-9.11%Apr 13, 201757Aug 10, 2017175May 18, 2018232
-7.26%Mar 9, 20225Mar 15, 2022
-6.03%Nov 10, 202115Dec 1, 202133Jan 19, 202248
-4.94%Feb 25, 202121Mar 25, 202114Apr 15, 202135
-4.56%Jun 11, 20215Jun 17, 202126Jul 26, 202131
-4.26%May 10, 20219May 20, 202114Jun 10, 202123
-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

COMVolatility Chart

Current Direxion Auspice Broad Commodity Strategy ETF volatility is 17.46%. 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 (^GSPC)

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