Direxion Auspice Broad Commodity Strategy ETF
Ticker
COM
ISIN
US25460E3071
Price
USD 30.14
Change Today
+0.42 / 1.424 %
Price 1 year ago
29.71 / 1.424 %
Morningstar
5
52 Week Low
27.18
52 Week High
30.14
200 Day Moving Average 28.44
28.44
50-day Moving Average
28.95
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | -1.18 |
| Sortino Ratio | -1.75 |
| Maximum Drawdown | -8.79% |
| Maximum Drawdown Date | 2023-12-12 |
| Calmar Ratio | 1.33 |
1 year
| Parameter | Value |
|---|---|
| Return | -2.27 |
| Volatility | 5.881% |
| Alpha | +4.60 |
| Beta | None |
| R Squared | +49.09 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 6.803% |
| Average Annual Volatility | 9.934% |
| Sharpe Ratio | 0.69 |
| Sortino Ratio | 0.54 |
| Maximum Drawdown | -16.0% |
| Maximum Drawdown Date | 2020-03-20 |
| Calmar Ratio | -0.44 |
Company information
Summary
The investment seeks investment results, before fees and expenses, that track the Auspice Broad Commodity Index. The index is a rules-based index that attempts to capture upward trends in the commodity markets while minimizing risk during downtrends by tracking a portfolio of commodity futures contracts. The index uses a quantitative methodology to track a diversified portfolio of 12 different commodity futures contracts, or “components.” The fund generally will not invest directly in the 12 commodity futures contracts that comprise the index. The fund is non-diversified.
Market
US
Category
Commodities Broad Basket
Expense Ratio
0.72%
Fund family
Direxion Funds
Morningstar
5
Yield
-
Exchange
PCX
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
| Country | Ratio |
|---|---|
| United States | — |
| Canada | — |
| Argentina | — |
| Brazil | — |
| Chile | — |
| Colombia | — |
| Mexico | — |
| Peru | — |
| Venezuela | — |
| United Kingdom | — |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| DGCXX | Dreyfus Government Cash Mgmt Instl | 77.88% |
| Auspice Broad Commodity Cayman | 22.12% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| BCD | abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | ISINUS00326 | PCX | 0.29% | 4 | +4.21 | |
| BCI | abrdn Bloomberg All Commodity Strategy K-1 Free ETF | ISINUS00326 | PCX | 0.25% | 3 | -0.89 | |
| COM | Direxion Auspice Broad Commodity Strategy ETF | US25460E3071 | PCX | 0.72% | 5 | +4.60 | |
| COMB | GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF | US38747R108 | PCX | 0.25% | 3 | -0.91 | |
| DBMF | iMGP DBi Managed Futures Strategy ETF | US53700T827 | PCX | 0.95% | 3 | +11.56 | -- |
| FAAR | First Trust Alternative Absolute Return Strategy ETF | US33740Y101 | NGM | 0.95% | 3 | +2.30 | |
| FTGC | First Trust Global Tactical Commodity Strategy Fund | US33739H101 | NGM | 0.95% | 4 | +4.24 | |
| HNDL | Strategy Shares Nasdaq 7 Handl Index ETF | US86280R506 | NGM | 0.98% | 3 | -2.24 | |
| PDBC | Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | US46090F100 | NGM | 0.62% | 3 | +5.75 | |
| PUTW | WisdomTree CBOE S&P 500 PutWrite Strategy Fund | US97717X560 | PCX | 0.44% | 3 | -2.04 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.