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CWEB vs. ^HSI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CWEB and ^HSI is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

CWEB vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-84.41%
-13.75%
CWEB
^HSI

Key characteristics

Sharpe Ratio

CWEB:

0.16

^HSI:

0.80

Sortino Ratio

CWEB:

0.86

^HSI:

1.27

Omega Ratio

CWEB:

1.10

^HSI:

1.16

Calmar Ratio

CWEB:

0.13

^HSI:

0.37

Martin Ratio

CWEB:

0.50

^HSI:

2.31

Ulcer Index

CWEB:

25.92%

^HSI:

8.84%

Daily Std Dev

CWEB:

78.93%

^HSI:

25.51%

Max Drawdown

CWEB:

-98.09%

^HSI:

-91.54%

Current Drawdown

CWEB:

-96.68%

^HSI:

-40.52%

Returns By Period

In the year-to-date period, CWEB achieves a 5.37% return, which is significantly lower than ^HSI's 15.68% return.


CWEB

YTD

5.37%

1M

-3.83%

6M

4.34%

1Y

5.78%

5Y*

-33.76%

10Y*

N/A

^HSI

YTD

15.68%

1M

0.08%

6M

9.39%

1Y

18.65%

5Y*

-6.84%

10Y*

-1.71%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CWEB vs. ^HSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB) and Hang Seng Index (^HSI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for CWEB, currently valued at 0.17, compared to the broader market0.002.004.000.170.72
The chart of Sortino ratio for CWEB, currently valued at 0.87, compared to the broader market-2.000.002.004.006.008.0010.000.871.16
The chart of Omega ratio for CWEB, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.15
The chart of Calmar ratio for CWEB, currently valued at 0.14, compared to the broader market0.005.0010.0015.000.140.33
The chart of Martin ratio for CWEB, currently valued at 0.52, compared to the broader market0.0020.0040.0060.0080.00100.000.522.05
CWEB
^HSI

The current CWEB Sharpe Ratio is 0.16, which is lower than the ^HSI Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of CWEB and ^HSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.17
0.72
CWEB
^HSI

Drawdowns

CWEB vs. ^HSI - Drawdown Comparison

The maximum CWEB drawdown since its inception was -98.09%, which is greater than ^HSI's maximum drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for CWEB and ^HSI. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-96.68%
-40.19%
CWEB
^HSI

Volatility

CWEB vs. ^HSI - Volatility Comparison

Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB) has a higher volatility of 25.44% compared to Hang Seng Index (^HSI) at 5.77%. This indicates that CWEB's price experiences larger fluctuations and is considered to be riskier than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
25.44%
5.77%
CWEB
^HSI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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