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Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU)

ETF · Currency in USD · Last updated Aug 6, 2022

CHAU is a passive ETF by Direxion tracking the investment results of the CSI 300 Index (200%). CHAU launched on Apr 16, 2015 and has a 1.21% expense ratio.

ETF Info

ISINUS25490K8696
CUSIP25490K869
IssuerDirexion
Inception DateApr 16, 2015
RegionEmerging Asia Pacific (China)
CategoryLeveraged Equities, Leveraged, China Equities
Leveraged2x
Expense Ratio1.21%
Index TrackedCSI 300 Index (200%)
ETF Home Pagewww.direxion.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$25.00
Year Range$20.80 - $41.96
EMA (50)$26.13
EMA (200)$30.58
Average Volume$63.12K

CHAUShare Price Chart


Chart placeholderClick Calculate to get results

CHAUPerformance

The chart shows the growth of $10,000 invested in Direxion Daily CSI 300 China A Share Bull 2x Shares in Apr 2015 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $5,935 for a total return of roughly -40.65%. All prices are adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%MarchAprilMayJuneJulyAugust
-28.29%
-8.32%
CHAU (Direxion Daily CSI 300 China A Share Bull 2x Shares)
Benchmark (^GSPC)

CHAUReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-15.14%8.19%
6M-27.51%-7.42%
YTD-37.40%-13.03%
1Y-35.09%-5.85%
5Y1.59%10.86%
10Y-6.90%9.72%

CHAUMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-13.40%1.18%-19.45%-18.48%5.87%22.52%-15.46%-0.79%
20216.45%-0.18%-12.41%5.62%13.73%-7.16%-14.13%0.94%0.96%3.39%-1.68%5.23%
2020-21.27%15.72%-21.06%7.71%1.54%19.12%27.43%9.77%-5.39%8.21%14.50%11.89%
201921.54%27.52%7.78%0.87%-19.76%15.14%-2.36%-6.80%-0.60%5.90%-2.52%16.95%
201819.66%-15.53%-1.03%-9.09%-1.33%-19.80%-1.17%-13.35%5.14%-16.74%0.81%-9.95%
201712.72%1.93%-0.41%-2.68%7.40%11.92%7.00%8.63%-1.51%9.80%-0.70%4.69%
2016-37.11%-1.58%28.47%-5.47%2.06%-3.37%4.71%7.21%-4.40%0.33%9.98%-16.68%
20156.93%4.23%-17.82%-30.83%-35.22%0.17%20.77%2.40%4.81%

CHAUSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Direxion Daily CSI 300 China A Share Bull 2x Shares Sharpe ratio is -0.73. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.73
-0.31
CHAU (Direxion Daily CSI 300 China A Share Bull 2x Shares)
Benchmark (^GSPC)

CHAUDividend History

Direxion Daily CSI 300 China A Share Bull 2x Shares granted a 2.98% dividend yield in the last twelve months. The annual payout for that period amounted to $0.75 per share.


PeriodTTM2021202020192018201720162015
Dividend$0.75$0.69$0.03$0.14$0.12$0.00$0.00$0.00

Dividend yield

2.98%1.74%0.07%0.59%0.85%0.00%0.00%0.00%

CHAUDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-56.03%
-13.58%
CHAU (Direxion Daily CSI 300 China A Share Bull 2x Shares)
Benchmark (^GSPC)

CHAUWorst Drawdowns

The table below shows the maximum drawdowns of the Direxion Daily CSI 300 China A Share Bull 2x Shares. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Direxion Daily CSI 300 China A Share Bull 2x Shares is 77.35%, recorded on Feb 11, 2016. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-77.35%Jun 15, 2015168Feb 11, 2016
-14.24%May 5, 20153May 7, 201510May 21, 201513
-13.54%May 27, 20153May 29, 20156Jun 8, 20159
-9.85%Apr 17, 20151Apr 17, 20152Apr 21, 20153
-4.01%Jun 9, 20151Jun 9, 20153Jun 12, 20154
-3.34%Apr 28, 20153Apr 30, 20152May 4, 20155
-2.86%Apr 23, 20152Apr 24, 20151Apr 27, 20153

CHAUVolatility Chart

Current Direxion Daily CSI 300 China A Share Bull 2x Shares volatility is 27.29%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


20.00%40.00%60.00%80.00%100.00%120.00%MarchAprilMayJuneJulyAugust
27.29%
19.67%
CHAU (Direxion Daily CSI 300 China A Share Bull 2x Shares)
Benchmark (^GSPC)