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ISIN
US25461A7265
Issuer
Direxion
Inception Date
Jun 21, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$605M

Share Price Chart


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Performance

HCMT Performance Chart

Direxion HCM Tactical Enhanced U.S. Equity Strategy ETF (HCMT) is up 9.7% since the beginning of the year. HCMT is currently trading at $42 per share.


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S&P 500 Index

Returns By Period

Direxion HCM Tactical Enhanced U.S. Equity Strategy ETF (HCMT) has returned 9.68% so far this year and 41.26% over the past 12 months.


Direxion HCM Tactical Enhanced U.S. Equity Strategy ETF

1D
-0.39%
1M
3.81%
YTD
9.68%
6M
8.17%
1Y
41.26%
3Y*
20.73%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HCMT Monthly Returns History

Based on dividend-adjusted daily data since Jun 22, 2023, HCMT's average daily return is +0.09%, while the average monthly return is +1.76%. At this rate, an investment would double in approximately 3.3 years.

Historically, 59% of months were positive and 41% were negative. The best month was May 2026 with a return of +14.6%, while the worst month was Mar 2025 at -15.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, HCMT closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +7.8%, while the worst single day was Apr 4, 2025 at -9.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.61%-3.68%-6.60%5.03%14.64%-0.35%9.68%
20253.41%-4.44%-15.12%-12.02%10.28%11.34%4.08%1.62%8.91%6.80%-2.98%-0.71%7.39%
20242.89%9.44%3.36%-9.08%10.49%9.76%-2.28%2.18%3.87%-2.50%9.99%-2.52%39.14%
20233.20%5.43%-3.30%-10.08%-2.22%5.95%8.60%6.45%

Benchmark Metrics

Direxion HCM Tactical Enhanced U.S. Equity Strategy ETF has an annualized alpha of -9.82%, beta of 1.73, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since June 22, 2023.

  • This ETF participated in 194.96% of S&P 500 Index downside but only 173.15% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -9.82% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • Beta of 1.73 means this ETF moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

Alpha
-9.82%
Beta
1.73
0.81
Upside Capture
173.15%
Downside Capture
194.96%

Expense Ratio

HCMT has a high expense ratio of 1.17%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

HCMT ranks 46 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


HCMT Risk / Return Rank: 4646
Overall Rank
HCMT Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
HCMT Sortino Ratio Rank: 4242
Sortino Ratio Rank
HCMT Omega Ratio Rank: 4545
Omega Ratio Rank
HCMT Calmar Ratio Rank: 5656
Calmar Ratio Rank
HCMT Martin Ratio Rank: 4242
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 HCM Tactical Enhanced U.S. Equity Strategy ETF (HCMT) 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.


HCMTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.72

2.78

-0.07

Martin ratioReturn relative to average drawdown

6.75

12.44

-5.69

Dividends

Dividend History

Direxion HCM Tactical Enhanced U.S. Equity Strategy ETF provided a 0.39% dividend yield over the last twelve months, with an annual payout of $0.16 per share.


0.50%1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.80$1.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.16$0.17$0.99$0.17

Dividend yield

0.39%0.43%2.75%0.63%

Monthly Dividends

The table displays the monthly dividend distributions for Direxion HCM Tactical Enhanced U.S. Equity Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.06$0.00$0.00$0.00$0.06
2025$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$0.01$0.17
2024$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.82$0.99
2023$0.06$0.00$0.00$0.11$0.17

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 HCM Tactical Enhanced U.S. Equity Strategy ETF. 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 HCM Tactical Enhanced U.S. Equity Strategy ETF was 36.26%, occurring on Apr 21, 2025. Recovery took 130 trading sessions.

The current Direxion HCM Tactical Enhanced U.S. Equity Strategy ETF drawdown is 2.22%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-36.26%Apr 2025
2mo6mo 6d
8mo 6dFeb 2025 - Oct 2025
2024 bear market2024
-20.99%Aug 2024
25d3mo 3d
3mo 28dJul 2024 - Nov 2024
2023 correction2023
-16.15%Nov 2023
3mo 26d2mo 7d
6mo 3dJul 2023 - Jan 2024
2026 correction2026
-15.27%Mar 2026
4mo 21d2mo 7d
6mo 28dOct 2025 - May 2026
2024 correction2024
-11.87%Apr 2024
28d26d
1mo 24dMar 2024 - May 2024

Drawdown Indicators


HCMTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.26%

-56.78%

+20.52%

Max Drawdown (1Y)

Largest decline over 1 year

-15.27%

-9.10%

-6.17%

Max Drawdown (3Y)

Largest decline over 3 years

-36.26%

-18.90%

-17.36%

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

-2.22%

-1.80%

-0.42%

Average Drawdown

Average peak-to-trough decline

-8.18%

-10.71%

+2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.13%

2.03%

+4.10%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with HCMT

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