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Direxion Dynamic Hedge ETF

DYHG
ETF · Currency in USD
ISIN
US25460G7401
Issuer
Direxion
Inception Date
Jun 11, 2020
Region
North America (U.S.)
Category
Hedge Fund
Expense Ratio
0.57%
Index Tracked
Salt truVol US Large Cap Dynamic Hedge Index
ETF Home Page
www.direxion.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

DYHGPrice Chart


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DYHGPerformance

The chart shows the growth of $10,000 invested in Direxion Dynamic Hedge ETF on Jun 12, 2020 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,253 for a total return of roughly 22.53%. All prices are adjusted for splits and dividends.


DYHG (Direxion Dynamic Hedge ETF)
Benchmark (S&P 500)

DYHGReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M2.23%
6M5.70%
YTD13.04%
1Y17.70%
5Y16.00%
10Y16.00%

DYHGMonthly Returns Heatmap


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DYHGSharpe 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 Dynamic Hedge ETF Sharpe ratio is 1.60. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


DYHG (Direxion Dynamic Hedge ETF)
Benchmark (S&P 500)

DYHGDividends

Direxion Dynamic Hedge ETF granted a 0.79% dividend yield in the last twelve months, as of Oct 23, 2021. The annual payout for that period amounted to $0.47 per share.


PeriodTTM2020
Dividend$0.47$0.44

Dividend yield

0.79%0.84%

DYHGDrawdowns Chart

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


DYHG (Direxion Dynamic Hedge ETF)
Benchmark (S&P 500)

DYHGWorst Drawdowns

The table below shows the maximum drawdowns of the Direxion Dynamic Hedge 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 Dynamic Hedge ETF is 6.66%, recorded on Oct 28, 2020. It took 48 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.66%Sep 3, 202039Oct 28, 202048Jan 7, 202187
-4.81%Sep 7, 202120Oct 4, 2021
-3.8%Feb 16, 202113Mar 4, 20216Mar 12, 202119
-3.17%Jan 22, 20216Jan 29, 20214Feb 4, 202110
-3.09%May 10, 20213May 12, 202126Jun 18, 202129
-2.86%Jun 21, 20211Jun 21, 202113Jul 9, 202114
-2.74%Jul 13, 20215Jul 19, 20218Jul 29, 202113
-1.64%Mar 18, 20215Mar 24, 20215Mar 31, 202110
-1.6%Aug 17, 20213Aug 19, 20216Aug 27, 20219
-1.39%Jul 20, 20205Jul 24, 20206Aug 3, 202011

DYHGVolatility Chart

Current Direxion Dynamic Hedge ETF volatility is 4.01%. 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.


DYHG (Direxion Dynamic Hedge ETF)
Benchmark (S&P 500)

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