KNOW Performance — Direxion All Cap Insider Sentiment Shares
Data updated: 2020-09-25
KNOW returned −10.08% over one year to Jul 2020. Over one year the fund trailed its US Multi-Cap Blend category average: $100 grew to $90, against $105 for the category. Volatility over the past 12 months was 25.50% a year. In the 12 months to Jul 2020 the fund took in a net $60.4M, and assets reached $53.37M.
KNOW Growth of $100
What $100 invested in Direxion All Cap Insider Sentiment Shares grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | KNOW | Category average |
|---|---|---|
| 1 year (Aug 2019 – Jul 2020) | $90 | $105 |
KNOW Trailing Returns
Total returns to Jul 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −10.08% |
KNOW Annual Returns
Calendar-year total returns of Direxion All Cap Insider Sentiment Shares, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Jul) | −12.02% |
| 2019 (Aug–Dec) | +2.21% |
KNOW Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | −3.4% | −10.7% | −16.4% | +11.5% | +4.0% | +0.4% | +4.6% | — | — | — | — | — |
| 2019 | — | — | — | — | — | — | — | −4.2% | +2.6% | −0.8% | +3.1% | +1.8% |
KNOW Risk
Risk measures from monthly returns over Aug 2019 – Jul 2020.
- 1-year volatility (annualised): 25.50%
- Best month: +11.50% (Apr 2020)
- Worst month: −16.36% (Mar 2020)
KNOW Fund Flows
Monthly money in and out of Direxion All Cap Insider Sentiment Shares, from SEC Form N-PORT.
- 12-month net flow: $60.4M
- 12-month gross sales (incl. reinvestments): $0
- Sales ÷ redemptions: -0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2020 | $0 | −$1.7M | $1.7M |
| Jun 2020 | $0 | −$4.9M | $4.9M |
| May 2020 | $0 | −$1.6M | $1.6M |
| Apr 2020 | $0 | −$4.6M | $4.6M |
| Mar 2020 | $0 | −$5.4M | $5.4M |
| Feb 2020 | $0 | −$7.9M | $7.9M |
| Jan 2020 | $0 | −$5.9M | $5.9M |
| Dec 2019 | $0 | −$7.8M | $7.8M |
| Nov 2019 | $0 | −$5.8M | $5.8M |
| Oct 2019 | $0 | −$3.8M | $3.8M |
| Sep 2019 | $0 | −$5.7M | $5.7M |
| Aug 2019 | $0 | −$5.5M | $5.5M |
KNOW Assets Under Management
Net assets of Direxion All Cap Insider Sentiment Shares by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-07-31 | $53.37M |
| 2020-04-30 | $56.91M |
| 2020-01-31 | $89.70M |
| 2019-10-31 | $108.23M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.