QMJ Performance — Direxion S&P 500(R) High minus Low Quality ETF
Data updated: 2021-09-27
QMJ returned +36.84% over one year to Jul 2021. Over one year the fund beat its Trading - Leveraged category average: $100 grew to $137, against $118 for the category. Volatility over the past 12 months was 13.56% a year. In the 12 months to Jul 2021 the fund took in a net $9.6M, and assets reached $13.87M.
QMJ Growth of $100
What $100 invested in Direxion S&P 500(R) High minus Low Quality ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Trading - Leveraged category average over the same months.
| Period | QMJ | Category average |
|---|---|---|
| 1 year (Aug 2020 – Jul 2021) | $137 | $118 |
| Since data start (Feb 2020 – Jul 2021) | $142 | $110 |
QMJ Trailing Returns
Total returns to Jul 2021, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +36.84% |
QMJ Annual Returns
Calendar-year total returns of Direxion S&P 500(R) High minus Low Quality ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2021 (Jan–Jul) | +20.01% |
| 2020 (Feb–Dec) | +17.92% |
QMJ 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | +0.7% | +0.3% | +3.3% | +2.6% | +2.4% | +6.1% | +3.2% | — | — | — | — | — |
| 2020 | — | −11.1% | −5.4% | +13.1% | +5.3% | −0.3% | +3.7% | +8.3% | −2.1% | −4.7% | +8.7% | +3.9% |
QMJ Risk
Risk measures from monthly returns over Aug 2020 – Jul 2021.
- 1-year volatility (annualised): 13.56%
- Best month: +8.68% (Nov 2020)
- Worst month: −4.71% (Oct 2020)
QMJ Fund Flows
Monthly money in and out of Direxion S&P 500(R) High minus Low Quality ETF, from SEC Form N-PORT.
- 12-month net flow: $9.6M
- 12-month gross sales (incl. reinvestments): $5.1M
- Sales ÷ redemptions: -1.12×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2021 | $3.4M | $0 | $3.4M |
| Jun 2021 | $1.7M | $0 | $1.7M |
| May 2021 | $0 | $0 | $0 |
| Apr 2021 | $0 | $0 | $0 |
| Mar 2021 | $0 | −$1.5M | $1.5M |
| Feb 2021 | $0 | $0 | $0 |
| Jan 2021 | $0 | −$3.0M | $3.0M |
| Dec 2020 | $0 | $0 | $0 |
| Nov 2020 | $0 | $0 | $0 |
| Oct 2020 | $0 | $0 | $0 |
| Sep 2020 | $0 | $0 | $0 |
| Aug 2020 | $0 | $0 | $0 |
QMJ Assets Under Management
Net assets of Direxion S&P 500(R) High minus Low Quality ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2021-07-31 | $13.87M |
| 2021-04-30 | $7.76M |
| 2021-01-31 | $8.77M |
| 2020-10-31 | $10.33M |
| 2020-07-31 | $10.26M |
| 2020-04-30 | $10.65M |
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.