RWGV Performance — Direxion Russell 1000(R) Growth Over Value ETF
Data updated: 2022-09-29
RWGV returned −18.03% over one year to Jul 2022. The annualised 3-year return is +18.09%. Against its Trading - Leveraged category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $165, against $101 for the category, and to $82 over one year, against $89. Volatility over the past three years was 25.90% a year. In the 12 months to Jul 2022 the fund took in a net $54.0M, and assets reached $9.88M.
RWGV Growth of $100
What $100 invested in Direxion Russell 1000(R) Growth Over Value ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Trading - Leveraged category average over the same months.
| Period | RWGV | Category average |
|---|---|---|
| 1 year (Aug 2021 – Jul 2022) | $82 | $89 |
| 3 years (Aug 2019 – Jul 2022) | $165 | $101 |
RWGV Trailing Returns
Total returns to Jul 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −18.03% |
| 3 years (annualised) | +18.09% |
RWGV Annual Returns
Calendar-year total returns of Direxion Russell 1000(R) Growth Over Value ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Jul) | −25.74% |
| 2021 | +27.07% |
| 2020 | +58.31% |
| 2019 (Aug–Dec) | +10.22% |
RWGV 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 | −11.8% | −5.8% | +4.5% | −15.5% | −4.5% | −7.7% | +14.7% | — | — | — | — | — |
| 2021 | −0.7% | −3.1% | −0.4% | +8.2% | −3.3% | +9.8% | +4.6% | +4.5% | −6.8% | +10.5% | +2.6% | −0.1% |
| 2020 | +4.4% | −5.3% | −6.5% | +16.4% | +8.3% | +6.8% | +9.6% | +13.2% | −5.8% | −4.5% | +8.7% | +4.8% |
| 2019 | — | — | — | — | — | — | — | +0.2% | −1.7% | +3.5% | +5.1% | +3.0% |
RWGV Risk
Risk measures from monthly returns over Aug 2019 – Jul 2022.
- 3-year volatility (annualised): 25.90%
- 3-year Sharpe ratio: 0.52 (vs 4.5% risk-free rate)
- Best month: +16.41% (Apr 2020)
- Worst month: −15.46% (Apr 2022)
RWGV Fund Flows
Monthly money in and out of Direxion Russell 1000(R) Growth Over Value ETF, from SEC Form N-PORT.
- 12-month net flow: $54.0M
- 12-month gross sales (incl. reinvestments): $21.4M
- Sales ÷ redemptions: -0.66×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2022 | $2.4M | $0 | $2.4M |
| Jun 2022 | $0 | $0 | $0 |
| May 2022 | $0 | $0 | $0 |
| Apr 2022 | $0 | −$2.6M | $2.6M |
| Mar 2022 | $0 | −$5.3M | $5.3M |
| Feb 2022 | $0 | $0 | $0 |
| Jan 2022 | $0 | $0 | $0 |
| Dec 2021 | $0 | −$6.7M | $6.7M |
| Nov 2021 | $10.0M | $0 | $10.0M |
| Oct 2021 | $0 | −$8.7M | $8.7M |
| Sep 2021 | $0 | $0 | $0 |
| Aug 2021 | $9.0M | −$9.3M | $18.3M |
RWGV Assets Under Management
Net assets of Direxion Russell 1000(R) Growth Over Value ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-07-31 | $9.88M |
| 2022-04-30 | $7.32M |
| 2022-01-31 | $17.60M |
| 2021-10-31 | $16.24M |
| 2021-07-31 | $24.13M |
| 2021-04-30 | $10.87M |
| 2021-01-31 | $20.81M |
| 2020-10-31 | $29.96M |
| 2020-07-31 | $27.15M |
| 2020-04-30 | $14.30M |
| 2020-01-31 | $17.33M |
| 2019-10-31 | $29.24M |
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.