NIFE Performance — Direxion Fallen Knives ETF
Data updated: 2022-09-29
NIFE returned −31.56% over one year to Jul 2022. Over one year the fund trailed its US Small Value category average: $100 grew to $68, against $96 for the category. Volatility over the past 12 months was 20.13% a year. In the 12 months to Jul 2022 the fund took in a net $4.7M, and assets reached $2.38M.
NIFE Growth of $100
What $100 invested in Direxion Fallen Knives ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Value category average over the same months.
| Period | NIFE | Category average |
|---|---|---|
| 1 year (Aug 2021 – Jul 2022) | $68 | $96 |
| Since data start (Jun 2020 – Jul 2022) | $107 | $159 |
NIFE Trailing Returns
Total returns to Jul 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −31.56% |
| 3 years (annualised) | +3.11% |
NIFE Annual Returns
Calendar-year total returns of Direxion Fallen Knives ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Jul) | −16.57% |
| 2021 | −7.67% |
| 2020 (Jun–Dec) | +38.73% |
NIFE 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −7.9% | −3.4% | +3.4% | −12.2% | −5.6% | +4.0% | +5.1% | — | — | — | — | — |
| 2021 | −1.6% | +11.5% | +1.4% | +6.5% | +0.7% | +0.1% | −6.0% | +0.4% | −5.2% | −0.9% | −11.8% | −1.4% |
| 2020 | — | — | — | — | — | +1.4% | +4.4% | +0.6% | −1.6% | +4.6% | +15.0% | +10.1% |
NIFE Risk
Risk measures from monthly returns over Aug 2021 – Jul 2022.
- 1-year volatility (annualised): 20.13%
- Best month: +5.14% (Jul 2022)
- Worst month: −12.16% (Apr 2022)
NIFE Fund Flows
Monthly money in and out of Direxion Fallen Knives ETF, from SEC Form N-PORT.
- 12-month net flow: $4.7M
- 12-month gross sales (incl. reinvestments): $0
- Sales ÷ redemptions: -0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2022 | $0 | −$1.2M | $1.2M |
| Jun 2022 | $0 | $0 | $0 |
| May 2022 | $0 | $0 | $0 |
| Apr 2022 | $0 | $0 | $0 |
| Mar 2022 | $0 | $0 | $0 |
| Feb 2022 | $0 | $0 | $0 |
| Jan 2022 | $0 | $0 | $0 |
| Dec 2021 | $0 | $0 | $0 |
| Nov 2021 | $0 | $0 | $0 |
| Oct 2021 | $0 | −$3.5M | $3.5M |
| Sep 2021 | $0 | $0 | $0 |
| Aug 2021 | $0 | $0 | $0 |
NIFE Assets Under Management
Net assets of Direxion Fallen Knives ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-07-31 | $2.38M |
| 2022-04-30 | $3.46M |
| 2022-01-31 | $3.95M |
| 2021-10-31 | $5.18M |
| 2021-07-31 | $9.16M |
| 2021-04-30 | $11.62M |
| 2021-01-31 | $8.04M |
| 2020-10-30 | $6.85M |
| 2020-07-31 | $6.62M |
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.