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CUSIP
25461A536
Issuer
Direxion
Inception Date
Oct 3, 2024
Leveraged
2x
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$590M

Share Price Chart


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Performance

TSMX Performance Chart

Direxion Daily TSM Bull 2X Shares (TSMX) is up 108.5% since the beginning of the year. TSMX is currently trading at $103 per share.


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S&P 500 Index

Returns By Period

Direxion Daily TSM Bull 2X Shares (TSMX) has returned 108.50% so far this year and 295.18% over the past 12 months.


Direxion Daily TSM Bull 2X Shares

1D
2.28%
1M
30.54%
YTD
108.50%
6M
123.44%
1Y
295.18%
3Y*
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)

TSMX Monthly Returns History

Based on dividend-adjusted daily data since Oct 3, 2024, TSMX's average daily return is +0.48%, while the average monthly return is +9.07%. At this rate, an investment would double in approximately 0.7 years.

Historically, 67% of months were positive and 33% were negative. The best month was Sep 2025 with a return of +44.7%, while the worst month was Feb 2025 at -27.2%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TSMX closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +24.9%, while the worst single day was Jan 27, 2025 at -26.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202615.98%26.10%-20.58%34.03%9.78%21.99%108.50%
20256.88%-27.18%-17.28%-3.85%31.85%36.17%12.39%-10.50%44.73%12.65%-7.38%7.49%81.48%
202411.69%-6.99%12.48%16.84%

Benchmark Metrics

Direxion Daily TSM Bull 2X Shares has an annualized alpha of 92.56%, beta of 3.23, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since October 03, 2024.

  • This ETF captured 634.33% of S&P 500 Index gains but only 27.13% of its losses - a favorable profile for investors.
  • R2 of 0.44 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
92.56%
Beta
3.23
0.44
Upside Capture
634.33%
Downside Capture
27.13%

Expense Ratio

TSMX has a high expense ratio of 1.05%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TSMX ranks 90 for risk / return — in the top 90% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


TSMX Risk / Return Rank: 9090
Overall Rank
TSMX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TSMX Sortino Ratio Rank: 8484
Sortino Ratio Rank
TSMX Omega Ratio Rank: 7878
Omega Ratio Rank
TSMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
TSMX Martin Ratio Rank: 9595
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 TSM Bull 2X Shares (TSMX) 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.


TSMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.92

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.44

1.37

+0.07

Calmar ratioReturn relative to maximum drawdown

8.51

2.78

+5.73

Martin ratioReturn relative to average drawdown

27.31

12.44

+14.87

Dividends

Dividend History

Direxion Daily TSM Bull 2X Shares provided a 3.96% dividend yield over the last twelve months, with an annual payout of $4.06 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$1.00$2.00$3.00$4.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$4.06$3.96$0.16

Dividend yield

3.96%8.01%0.53%

Monthly Dividends

The table displays the monthly dividend distributions for Direxion Daily TSM Bull 2X 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$0.24$0.00$0.00$0.00$0.24
2025$0.00$0.00$0.14$0.00$0.00$0.26$0.00$0.00$0.19$0.00$0.00$3.37$3.96
2024$0.16$0.16

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 TSM Bull 2X 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 TSM Bull 2X Shares was 63.80%, occurring on Apr 8, 2025. Recovery took 68 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-63.80%Apr 2025
2mo 14d3mo 10d
5mo 24dJan 2025 - Jul 2025
2026 bear market2026
-34.93%Mar 2026
1mo 2d25d
1mo 27dFeb 2026 - Apr 2026
2024 bear market2024
-24.49%Nov 2024
1mo 10d1mo 10d
2mo 20dOct 2024 - Jan 2025
2025 bear market2025
-21.23%Nov 2025
1mo 13d1mo 12d
2mo 25dOct 2025 - Jan 2026
2026 correction2026
-17.20%Jun 2026
7d8d
15dJun 2026 - Jun 2026

Drawdown Indicators


TSMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-63.80%

-56.78%

-7.02%

Max Drawdown (1Y)

Largest decline over 1 year

-34.93%

-9.10%

-25.83%

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

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-15.59%

-10.71%

-4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.87%

2.03%

+8.84%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TSMX

Add Direxion Daily TSM Bull 2X Shares to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with TSMX