Direxion All Cap Insider Sentiment ETF (KNOW)

38.60 +0.09  +0.25% NYSE Arca Nov 12, 16:59 Delayed 2m USD
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Key Stats

Net Asset Value 38.54
Discount or Premium to NAV -0.09%
Turnover Ratio 919.0%
1 Year Fund Level Flows -96.32M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 2.63% 2.61% 8.45% 95
3M 2.04% 2.19% 6.33% 99
6M -0.86% -0.95% 5.40% 98
YTD 16.39% 16.12% 21.20% 86
1Y 1.55% 1.72% 6.39% 89
3Y 6.36% 4.24% 9.15% 79
5Y 6.73% 5.44% 6.49% 49
10Y -- -- 11.15% --
15Y -- -- 7.86% --
20Y -- -- 8.86% --
As of Nov. 11, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.18% 0.21% 0.03%
Stock 99.82% 99.82% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Aug. 31, 2019

Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 1.34%
As of Aug. 31, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 1.85%
Communication Services 0.00%
Consumer Cyclical 18.65%
Consumer Defensive 10.50%
Energy 1.64%
Financial Services 36.63%
Healthcare 12.67%
Industrials 8.22%
Real Estate 1.97%
Technology 4.75%
Utilities 3.11%
As of Aug. 31, 2019

Stock Market Capitalization

Giant 15.79%
Large 25.17%
Medium 28.37%
Small 28.01%
Micro 2.67%
As of Aug. 31, 2019

Stock Style Exposure

Large Cap Value 21.34%
Large Cap Blend 10.30%
Large Cap Growth 9.32%
Mid Cap Value 14.32%
Mid Cap Blend 9.34%
Mid Cap Growth 4.71%
Small Cap Value 17.45%
Small Cap Blend 11.52%
Small Cap Growth 1.70%
As of Aug. 31, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
AMGN Amgen Inc 2.78% 221.28 +0.26%
PSEC Prospect Capital Corp 2.57% 6.51 +0.15%
HTH Hilltop Holdings Inc 2.54% 25.57 +1.07%
LM Legg Mason Inc-LeggMason RETAIL 2.51% 39.13 +2.01%
PFG Principal Financial Group Inc 2.45% 55.88 +0.58%
DFS Discover Financial Services 2.19% 84.00 -0.14%
AFL Aflac Inc 2.14% 53.97 -0.11%
IVZ Invesco Ltd 2.12% 17.60 -0.23%
SFNC Simmons First National Corp Class A 2.11% 25.34 -0.47%
RNR RenaissanceRe Holdings Ltd 2.07% 184.68 -0.32%
As of Aug. 31, 2019
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Basic Info

Investment Strategy
The investment seeks investment results before fees and expenses that track the Sabrient Multi-Cap Insider/Analyst Quant-Weighted Index. The fund, under normal circumstances, invests at least 80% of its assets in the securities that comprise the index. The index is composed of a mix of U.S. large-capitalization, mid-capitalization, and small-capitalization companies that are listed on the New York Stock Exchange ("NYSE") and the NASDAQ Stock Exchange ("NASDAQ") and selected by Sabrient Systems LLC using a quantitative methodology. The fund is non-diversified.
General
Security Type Exchange-Traded Fund
Equity Style Mid Cap/Value
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Mid-Cap Value
Prospectus Objective Balanced
Fund Owner Firm Name Direxion Funds
Benchmark Index
Sabrient MulCp InsiAnal QuntWgtd TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Paul Brigandi 7.82 yrs
Tony Ng 4.08 yrs

Net Fund Flows

1M -3.784M
3M -14.98M
6M -38.42M
YTD -55.50M
1Y -96.32M
3Y -68.58M
5Y 66.24M
10Y --
As of Oct. 31, 2019

Risk Info

Beta (5Y) 1.047
Max Drawdown (All) 23.83%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 1.144
30-Day Rolling Volatility 13.08%
Daily Value at Risk (VaR) 1% (All) 2.73%
Monthly Value at Risk (VaR) 1% (All) 10.25%

Fundamentals

Dividend Yield TTM (11-12-19) 2.36%
30-Day SEC Yield --
7-Day SEC Yield --
Weighted Average PE Ratio 14.60
Weighted Average Price to Sales Ratio 0.8983
Weighted Average Price to Book Ratio 1.786
Weighted Median ROE 21.44%
Weighted Median ROA 7.06%
Forecasted Dividend Yield 2.71%
Forecasted PE Ratio 12.86
Forecasted Price to Sales Ratio 0.8400
Forecasted Price to Book Ratio 1.739
Number of Holdings 104
As of Aug. 31, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.43%
Forecasted Book Value Growth 6.27%
Forecasted Cash Flow Growth 4.18%
Forecasted Earnings Growth 10.77%
Forecasted Revenue Growth 9.73%
As of Aug. 31, 2019

Comparables

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Attributes

Key Dates
Inception Date 12/8/2011
Termination Date
Last Annual Report Date 10/31/2018
Last Prospectus Date 6/28/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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