NIFE

Direxion Fallen Knives ETF
*Unless otherwise stated, data provided by FactSet.

NIFE Fund Description

NIFE tracks a market-cap weighted index of US stocks that have negative momentum, but healthy fundamentals.

NIFE Factset Analytics Insight

NIFE passively captures US stocks whose share price are currently out of favor, but with sound financial health to support a potential rebound. In selecting its securities, the fund uses a systematic approach to identify securities that have experienced considerable decline in share price over the past twelve months of at least -15%. Companies are then scored on fundamental metrics such as: current ratio, cash flow coverage ratio, and debt-to-equity ratio. The top 50 names that score the highest in combination of the three metrics are selected for the portfolio. Securities’ weighting is based on market cap, subject to a 4.9% single security cap, which rebalances semi-annually and reconstituted annually.

NIFE MSCI ESG Analytics Insight

Direxion Fallen Knives ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.71 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 Fallen Knives ETF ranks in the 35th percentile within its peer group and in the 48th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

NIFE 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.

PERFORMANCE [as of 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
NIFE -7.65% -10.00% 5.19% 20.83% -- -- --
NIFE (NAV) -3.49% -4.40% 8.37% 27.22% -- -- --
Indxx US Fallen Knives Index -- -- -- -- -- -- --
MSCI USA IMI 0.37% 2.26% 19.08% 30.79% 19.64% 18.17% 16.11%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

NIFE Summary Data

Direxion
06/11/20
Open-Ended Fund
0.50%
$6.95M
$41.39K
0.24%

NIFE Portfolio Data

$8.61B
-22.10
4.44
0.64%
N/A
52

NIFE Index Data

Indxx US Fallen Knives Index
Market Cap
Multi-Factor
MSCI USA IMI

NIFE Portfolio Management

0.50%
--
--
--

NIFE Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

NIFE Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
High
Daily

NIFE Factset Analytics Block Liquidity

As of 10/15/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of NIFE. NIFE is rated a 4 out of 5.

NIFE Tradability

617
$41.39K
136
0
0.24%
$0.17
0.02%
1.44% / -0.39%
None
95.00%
25,000
0.01
0.01%
0.18%
0
$70.55
4

NIFE Sector/Industry Breakdown


NIFE
Segment Benchmark
43.35%
13.09%
33.31%
33.75%
7.64%
14.74%
4.61%
5.23%
1.93%
1.18%
1.58%
2.45%
1.52%
14.20%
1.27%
2.62%

NIFE Countries


NIFE
Segment Benchmark
86.61%
99.93%
5.44%
--
5.10%
--
1.58%
--
1.27%
0.07%

NIFE Regions


NIFE
Segment Benchmark
87.89%
100.00%
10.54%
--
1.58%
--

NIFE Economic Development


NIFE
Segment Benchmark
93.33%
100.00%
6.67%
--

NIFE Performance Statistics

0.50
1.17
1.17
1.04
1.03%
MSCI USA IMI

NIFE MSCI ESG Ratings

5.71 / 10
48.27
35.39
1.48%
--
58.59

NIFE Benchmark Comparison Holdings

52
2469
43
0.35%

NIFE Benchmark Comparison Summary


NIFE
Segment Benchmark
52
2469
$8.61B
$504.44B
-22.10
31.21
4.44
4.50
0.13%
1.21%
Medium
Low

NIFE Benchmark Comparison Market Cap Size


NIFE
Segment Benchmark
19.75%
87.77%
54.40%
9.78%
25.77%
2.35%
0.08%
0.10%