RWVG Performance — Direxion Russell 1000(R) Value Over Growth ETF
Data updated: 2022-09-29
RWVG returned +2.60% over one year to Jul 2022. The annualised 3-year return is +3.88%. The fund beat its Trading - Leveraged category average: $100 invested three years ago grew to $112, against $101 for the category, and to $103 over one year, against $89. Volatility over the past three years was 22.03% a year. In the 12 months to Jul 2022 the fund took in a net $48.4M, and assets reached $17.44M.
RWVG Growth of $100
What $100 invested in Direxion Russell 1000(R) Value Over Growth ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Trading - Leveraged category average over the same months.
| Period | RWVG | Category average |
|---|---|---|
| 1 year (Aug 2021 – Jul 2022) | $103 | $89 |
| 3 years (Aug 2019 – Jul 2022) | $112 | $101 |
RWVG Trailing Returns
Total returns to Jul 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +2.60% |
| 3 years (annualised) | +3.88% |
RWVG Annual Returns
Calendar-year total returns of Direxion Russell 1000(R) Value Over Growth ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Jul) | −1.26% |
| 2021 | +22.11% |
| 2020 | −12.78% |
| 2019 (Aug–Dec) | +6.61% |
RWVG 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 | +0.7% | +0.3% | +2.3% | −2.6% | +4.0% | −9.2% | +3.8% | — | — | — | — | — |
| 2021 | −1.1% | +9.0% | +8.0% | +2.5% | +4.1% | −5.0% | −0.5% | +1.0% | −2.5% | +3.3% | −5.7% | +8.3% |
| 2020 | −4.4% | −10.8% | −21.1% | +9.3% | +1.8% | −3.3% | +2.1% | +0.9% | −1.4% | −0.2% | +15.0% | +3.3% |
| 2019 | — | — | — | — | — | — | — | −4.1% | +5.3% | +0.7% | +2.4% | +2.5% |
RWVG Risk
Risk measures from monthly returns over Aug 2019 – Jul 2022.
- 3-year volatility (annualised): 22.03%
- 3-year Sharpe ratio: -0.03 (vs 4.5% risk-free rate)
- Best month: +15.00% (Nov 2020)
- Worst month: −21.12% (Mar 2020)
RWVG Fund Flows
Monthly money in and out of Direxion Russell 1000(R) Value Over Growth ETF, from SEC Form N-PORT.
- 12-month net flow: $48.4M
- 12-month gross sales (incl. reinvestments): $11.9M
- Sales ÷ redemptions: -0.32×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2022 | $0 | −$5.6M | $5.6M |
| Jun 2022 | $0 | −$1.4M | $1.4M |
| May 2022 | $0 | −$3.0M | $3.0M |
| Apr 2022 | $3.1M | −$3.1M | $6.2M |
| Mar 2022 | $0 | $0 | $0 |
| Feb 2022 | $0 | −$6.0M | $6.0M |
| Jan 2022 | $1.5M | $0 | $1.5M |
| Dec 2021 | $5.8M | $0 | $5.8M |
| Nov 2021 | $0 | −$7.4M | $7.4M |
| Oct 2021 | $1.4M | −$3.0M | $4.4M |
| Sep 2021 | $0 | −$5.7M | $5.7M |
| Aug 2021 | $0 | −$1.5M | $1.5M |
RWVG Assets Under Management
Net assets of Direxion Russell 1000(R) Value Over Growth ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-07-31 | $17.44M |
| 2022-04-30 | $28.33M |
| 2022-01-31 | $34.31M |
| 2021-10-31 | $33.59M |
| 2021-07-31 | $41.65M |
| 2021-04-30 | $39.59M |
| 2021-01-31 | $27.95M |
| 2020-10-31 | $19.76M |
| 2020-07-31 | $22.00M |
| 2020-04-30 | $13.66M |
| 2020-01-31 | $20.48M |
| 2019-10-31 | $31.69M |
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.