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Direxion Daily 20-Year Treasury Bull 3X

TMF
ETF · Currency in USD
ISIN
US25459W5408
CUSIP
25459W540
Issuer
Direxion
Inception Date
Apr 16, 2009
Region
North America (U.S.)
Category
Leveraged Bonds
Leveraged
3x
Expense Ratio
1.09%
Index Tracked
NYSE 20 Year Plus Treasury Bond Index (300%)
ETF Home Page
www.direxion.com
Asset Class
Bond

TMFPrice Chart


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TMFPerformance

The chart shows the growth of $10,000 invested in Direxion Daily 20-Year Treasury Bull 3X on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $38,363 for a total return of roughly 283.63%. All prices are adjusted for splits and dividends.


TMF (Direxion Daily 20-Year Treasury Bull 3X)
Benchmark (S&P 500)

TMFReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-13.40%
6M7.04%
YTD-25.57%
1Y-25.77%
5Y2.14%
10Y6.75%

TMFMonthly Returns Heatmap


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TMFSharpe 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 20-Year Treasury Bull 3X Sharpe ratio is -0.60. 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.


TMF (Direxion Daily 20-Year Treasury Bull 3X)
Benchmark (S&P 500)

TMFDividends

Direxion Daily 20-Year Treasury Bull 3X granted a 5.38% dividend yield in the last twelve months, as of Oct 23, 2021. The annual payout for that period amounted to $1.41 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$1.41$1.47$0.24$0.29$0.09$0.00$0.00$0.00$0.06$0.03$0.12$0.44

Dividend yield

5.38%4.19%0.94%1.49%0.41%0.00%0.00%0.00%0.57%0.17%0.70%5.12%

TMFDrawdowns Chart

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


TMF (Direxion Daily 20-Year Treasury Bull 3X)
Benchmark (S&P 500)

TMFWorst Drawdowns

The table below shows the maximum drawdowns of the Direxion Daily 20-Year Treasury Bull 3X. 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 20-Year Treasury Bull 3X is 56.94%, recorded on Mar 18, 2021. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.94%Mar 10, 2020259Mar 18, 2021
-53.33%Jul 26, 2012269Aug 21, 2013345Jan 5, 2015614
-51.11%Jul 11, 2016586Nov 2, 2018192Aug 12, 2019778
-46.23%Aug 27, 2010116Feb 10, 2011125Aug 10, 2011241
-42.46%Feb 2, 2015102Jun 26, 2015252Jun 27, 2016354
-30.92%Oct 4, 2011115Mar 19, 201250May 30, 2012165
-24.59%Aug 29, 201951Nov 8, 201971Feb 24, 2020122
-14.95%Aug 11, 20111Aug 11, 20115Aug 18, 20116
-14.28%Jan 22, 201050Apr 5, 201019Apr 30, 201069
-14.23%Sep 23, 20114Sep 28, 20113Oct 3, 20117

TMFVolatility Chart

Current Direxion Daily 20-Year Treasury Bull 3X volatility is 45.09%. 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.


TMF (Direxion Daily 20-Year Treasury Bull 3X)
Benchmark (S&P 500)

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