KNOW

Direxion All Cap Insider Sentiment Shares
C

55
*Unless otherwise stated, data provided by FactSet.

KNOW Fund Description

KNOW tracks an index of 100 companies chosen from the S&P 1500 based on trading by corporate insiders. 50 stocks are weighted exponentially; 50 are equal weighted.

KNOW Factset Analytics Insight

KNOW follows the notion that company insiders have unique insight on the valuation of their firm's stock price, and will buy it when it's cheap. The fund's index uses public information on the trading activity of firm directors and officers, coupled with analysts' views, to pick 100 stocks from the S&P 1500. The index also applies a screen for earnings quality. The selected firms are scored by their historical performance in weak markets, free cash flow yield, and dividend yield; the 50 highest-scoring firms are weighed exponentially, while the rest are equal weighted. By firm size, KNOW leans hard toward mid- and small-caps. It also makes several sector bets. KNOW trades decently, with reasonable volume and modest spreads, while its underlying assets are sufficiently liquid for multiple creations. Holding costs are another story: KNOW charges a high fee, and index tracking can be unreliable. Investors might want to consider NFO, which pursues a similar strategy with lower overall holding costs.

KNOW MSCI ESG Analytics Insight

Direxion All Cap Insider Sentiment Shares has an MSCI ESG Fund Rating of BBB based on a score of 5.23 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Direxion All Cap Insider Sentiment Shares ranks in the 46th percentile within its peer group and in the 38th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

KNOW MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

KNOW CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/22/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
KNOW -3.62% -2.74% 13.23% -8.53% 5.97% 6.77% --
KNOW (NAV) -3.54% -1.59% 13.01% -8.42% 6.03% 6.81% --
MSCI USA IMI -1.98% 2.53% 18.09% 2.74% 12.10% 9.84% 13.35%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

KNOW Summary Data

Direxion
12/08/11
Open-Ended Fund
0.59%
$118.73M
$782.99K
0.12%

KNOW Portfolio Data

$28.36B
51.93
1.84
4.97%
09/24/19
101

KNOW Index Data

Tiered
Proprietary
MSCI USA IMI

KNOW Portfolio Management

0.59%
1.50%
1.73%
1.12%

KNOW Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

KNOW Fund Structure

Open-Ended Fund
No
Yes
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

KNOW Factset Analytics Block Liquidity

As of 08/23/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of KNOW. KNOW is rated a 5 out of 5.

KNOW Tradability

20,238
$782.99K
10,833
$424.73K
0.12%
$0.05
-0.07%
0.48% / -0.53%
None
100.00%
50,000
0.22
0.03%
0.10%
--
$37.71
5

KNOW Sector/Industry Breakdown


KNOW
Segment Benchmark
31.38%
17.07%
17.90%
13.46%
12.71%
13.44%
9.19%
26.09%
8.04%
6.72%
5.52%
3.21%
5.36%
4.58%
4.06%
10.53%
3.22%
2.93%
2.61%
1.92%

KNOW TOP 10 HOLDINGS[View All]

Amgen Inc. 2.70%
2.68%
23.78%

KNOW Countries


KNOW
Segment Benchmark
100.00%
99.92%
--
0.08%

KNOW Regions


KNOW
Segment Benchmark
100.00%
100.00%

KNOW Economic Development


KNOW
Segment Benchmark
100.00%
100.00%

KNOW Performance Statistics

0.85
0.91
0.90
0.85
0.42%
MSCI USA IMI

KNOW MSCI ESG Ratings

BBB
5.23 / 10
38.18
45.54
4.71%
3.73%
143.59

KNOW BENCHMARK COMPARISON HOLDINGS

101
2426
93
8.58%

KNOW BENCHMARK COMPARISON SUMMARY


KNOW
Segment Benchmark
101
2426
$28.36B
$205.15B
51.93
24.01
1.84
3.16
4.30%
1.84%
Low
Low

KNOW BENCHMARK COMPARISON MARKET CAP SIZE


KNOW
Segment Benchmark
32.41%
82.24%
43.40%
13.33%
22.50%
4.00%
1.68%
0.39%