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Issuer
Direxion
Inception Date
Feb 12, 2025
Leveraged
-1x
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$32M

Share Price Chart


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Performance

AMDD Performance Chart

Direxion Daily AMD Bear 1X Shares (AMDD) is down 67.1% since the beginning of the year. AMDD is currently trading at $3 per share.


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S&P 500 Index

Returns By Period

Direxion Daily AMD Bear 1X Shares (AMDD) has returned -67.07% so far this year and -83.33% over the past 12 months.


Direxion Daily AMD Bear 1X Shares

1D
-0.81%
1M
-21.94%
YTD
-67.07%
6M
-69.56%
1Y
-83.33%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-1.21%
1M
0.23%
YTD
8.39%
6M
10.39%
1Y
24.03%
3Y*
18.94%
5Y*
12.24%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMDD Monthly Returns History

Based on dividend-adjusted daily data since Feb 12, 2025, AMDD's average daily return is -0.51%, while the average monthly return is -9.37%.

Historically, 35% of months were positive and 65% were negative. The best month was Nov 2025 with a return of +14.3%, while the worst month was Apr 2026 at -45.0%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 5 months.

On a daily basis, AMDD closed higher 46% of trading days. The best single day was Feb 4, 2026 with a return of +17.4%, while the worst single day was Apr 9, 2025 at -23.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-11.16%12.66%-3.68%-44.98%-36.11%-2.86%-67.07%
202510.55%-3.92%-3.94%-12.45%-23.25%-20.36%7.14%0.32%-42.66%14.25%1.14%-61.12%

Benchmark Metrics

Direxion Daily AMD Bear 1X Shares has an annualized alpha of -59.66%, beta of -2.35, and R2 of 0.39 versus S&P 500 Index. Calculated based on daily prices since February 12, 2025.

  • This ETF tended to rise when S&P 500 Index fell (downside capture of -61.79%), but participation in market rallies was also limited (-165.30%) - a profile typical of counter-cyclical assets.
  • Beta of -2.35 may look defensive, but with R2 of 0.39 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.39 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-59.66%
Beta
-2.35
0.39
Upside Capture
-165.30%
Downside Capture
-61.79%

Expense Ratio

AMDD has a high expense ratio of 0.97%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

AMDD ranks 0 for risk / return — in the bottom 0% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


AMDD Risk / Return Rank: 00
Overall Rank
AMDD Sharpe Ratio Rank: 00
Sharpe Ratio Rank
AMDD Sortino Ratio Rank: 00
Sortino Ratio Rank
AMDD Omega Ratio Rank: 00
Omega Ratio Rank
AMDD Calmar Ratio Rank: 00
Calmar Ratio Rank
AMDD Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Direxion Daily AMD Bear 1X Shares (AMDD) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMDDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-3.19

Sortino ratioReturn per unit of downside risk

-5.43

Omega ratioGain probability vs. loss probability

0.65

1.35

-0.70

Calmar ratioReturn relative to maximum drawdown

-0.99

2.65

-3.64

Martin ratioReturn relative to average drawdown

-1.63

11.88

-13.51

Dividends

Dividend History

Direxion Daily AMD Bear 1X Shares provided a 17.82% dividend yield over the last twelve months, with an annual payout of $0.55 per share.


5.51%$0.00$0.10$0.20$0.30$0.40$0.502025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$0.55$0.52

Dividend yield

17.82%5.51%

Monthly Dividends

The table displays the monthly dividend distributions for Direxion Daily AMD Bear 1X Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.11$0.00$0.00$0.00$0.11
2025$0.09$0.00$0.00$0.17$0.00$0.00$0.10$0.00$0.00$0.16$0.52

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Direxion Daily AMD Bear 1X Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Direxion Daily AMD Bear 1X Shares was 91.20%, occurring on Jun 15, 2026. The portfolio has not yet recovered.

The current Direxion Daily AMD Bear 1X Shares drawdown is 90.66%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-91.20%Jun 2026
1y 2mo
1y 2moApr 2025 - now
2025 selloff2025
-16.55%Mar 2025
14d9d
23dMar 2025 - Apr 2025
2025 selloff2025
-3.44%Mar 2025
1d5d
6dMar 2025 - Mar 2025
2025 selloff2025
-3.38%Feb 2025
7d5d
12dFeb 2025 - Feb 2025
2025 selloff2025
-0.53%Feb 2025
0s1d
1dFeb 2025 - Feb 2025

Drawdown Indicators


AMDDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-91.20%

-56.78%

-34.42%

Max Drawdown (1Y)

Largest decline over 1 year

-84.35%

-9.10%

-75.25%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-90.66%

-2.49%

-88.17%

Average Drawdown

Average peak-to-trough decline

-57.12%

-10.72%

-46.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.21%

2.03%

+49.18%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add Direxion Daily AMD Bear 1X Shares to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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