Direxion All Cap Insider Sentiment Shares (KNOW) Performance
KNOW total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +13.0% since Dec 31, 2025
- 1 year
- +13.8% total return
- Since first price
- +31.6% since 2024
KNOW trailing returns vs SPY, QQQ, AGG
| Period | KNOW total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +0.3% | +0.3% | −1.0% | −5.0% | +0.9% |
| 3 months | −1.0% | −1.2% | +3.2% | +1.9% | −0.4% |
| 6 months | +2.6% | +1.9% | +7.8% | +8.4% | −1.5% |
| YTD | +13.0% | +11.9% | +12.3% | +15.1% | −1.0% |
| 1 year | +13.8% | +12.3% | +14.4% | +15.9% | −1.1% |
| Since inceptionFeb 22, 2024 | +31.6% | +26.5% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: KNOW vs SPY
From Feb 22, 2024: KNOW grew to $13,156, SPY to $15,465.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
KNOW returns by calendar year
1 of 1 full years positive. Best 2025 (+8.2%), worst 2025 (+8.2%). 2026 is year to date.
KNOW annual returns table
| Year | KNOW | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +13.0% | −6.6% | +12.3% | +15.1% | −1.0% |
| 2025 | +8.2% | −15.0% | +17.7% | +20.8% | +7.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
KNOW largest drawdowns
Now 3.2% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Nov 29, 2024 | −16.0% | Apr 8, 2025 | Jul 2, 2025 | 4 months | 7 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
KNOW risk statistics
| Statistic | Since 2024 |
|---|---|
| Annualized return | +10.4% |
| Volatility (annualized) | 10.8% |
| Sharpe ratio | 0.58 |
| Sortino ratio | 0.96 |
| Best month | +5.8% |
| Worst month | −5.0% |
| Best 12 months | +24.2% |
| Worst 12 months | +1.3% |
| Positive months | 58% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
KNOW rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 21 | +1.3% | +9.7% | +24.2% | 100% |
Every holding period starting at a month-end since 2024. Returns for 3 years and longer are annualized.
KNOW performance overview
Direxion All Cap Insider Sentiment Shares (KNOW) returned +13.8% over the past year, with distributions reinvested. Since its first recorded price on Feb 22, 2024 it has returned +31.6%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −16.0%, from Nov 29, 2024 to Apr 8, 2025, and it took 3 months to get back to the old high. Volatility has been 10.8% a year.
Related: KNOW chart, KNOW dividends. See the KNOW overview for the latest quote and fund facts.
KNOW performance FAQ
What is the KNOW return over the past year?
KNOW returned +13.8% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 12.3%.
How much would $10,000 invested in KNOW be worth?
$10,000 invested in KNOW at its first recorded close on February 22, 2024 would be worth about $13,156 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of KNOW?
The largest peak-to-trough decline was −16.0% between November 29, 2024 and April 8, 2025. It recovered to the old high on July 2, 2025, 3 months after the bottom.
How volatile is KNOW?
Over the past history KNOW had an annualized volatility of 10.8% and a Sharpe ratio of 0.58 (excess return over 1–3 month T-bills per unit of risk).