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YINN vs. AFTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YINN and AFTY is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

YINN vs. AFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily China 3x Bull Shares (YINN) and Pacer CSOP FTSE China A50 ETF (AFTY). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
19.33%
17.06%
YINN
AFTY

Key characteristics

Returns By Period


YINN

YTD

36.41%

1M

-0.04%

6M

13.69%

1Y

55.18%

5Y*

-41.14%

10Y*

-26.73%

AFTY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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YINN vs. AFTY - Expense Ratio Comparison

YINN has a 1.52% expense ratio, which is higher than AFTY's 0.70% expense ratio.


YINN
Direxion Daily China 3x Bull Shares
Expense ratio chart for YINN: current value at 1.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.52%
Expense ratio chart for AFTY: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

Risk-Adjusted Performance

YINN vs. AFTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bull Shares (YINN) and Pacer CSOP FTSE China A50 ETF (AFTY). 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 YINN, currently valued at 0.55, compared to the broader market0.002.004.000.551.42
The chart of Sortino ratio for YINN, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.0010.001.483.00
The chart of Omega ratio for YINN, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.38
The chart of Calmar ratio for YINN, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.560.52
The chart of Martin ratio for YINN, currently valued at 1.87, compared to the broader market0.0020.0040.0060.0080.00100.001.877.06
YINN
AFTY


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.55
1.42
YINN
AFTY

Dividends

YINN vs. AFTY - Dividend Comparison

YINN's dividend yield for the trailing twelve months is around 2.09%, while AFTY has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
YINN
Direxion Daily China 3x Bull Shares
0.70%4.17%1.16%0.73%0.76%1.38%1.02%1.11%0.00%0.00%0.19%
AFTY
Pacer CSOP FTSE China A50 ETF
101.85%2.23%0.00%1.84%1.48%8.63%1.85%6.62%1.19%16.76%0.00%

Drawdowns

YINN vs. AFTY - Drawdown Comparison


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-97.69%
-36.46%
YINN
AFTY

Volatility

YINN vs. AFTY - Volatility Comparison

Direxion Daily China 3x Bull Shares (YINN) has a higher volatility of 30.52% compared to Pacer CSOP FTSE China A50 ETF (AFTY) at 0.00%. This indicates that YINN's price experiences larger fluctuations and is considered to be riskier than AFTY 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%60.00%JulyAugustSeptemberOctoberNovemberDecember
30.52%
0
YINN
AFTY
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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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