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Direxion Daily 7-10 Year Treasury Bull 3X (TYD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US25459W5655

CUSIP

25459W565

Issuer

Direxion

Inception Date

Apr 16, 2009

Region

North America (U.S.)

Leveraged

3x

Index Tracked

NYSE 7-10 Year Treasury Bond Index

Asset Class

Bond

Expense Ratio

TYD has a high expense ratio of 1.09%, indicating higher-than-average management fees.


Expense ratio chart for TYD: current value at 1.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.09%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
TYD vs. TMF TYD vs. UJB TYD vs. PEX TYD vs. EDV TYD vs. SAIC TYD vs. TYO TYD vs. QYLD TYD vs. SPY TYD vs. KRE TYD vs. QQQ
Popular comparisons:
TYD vs. TMF TYD vs. UJB TYD vs. PEX TYD vs. EDV TYD vs. SAIC TYD vs. TYO TYD vs. QYLD TYD vs. SPY TYD vs. KRE TYD vs. QQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Direxion Daily 7-10 Year Treasury Bull 3X, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
19.95%
599.31%
TYD (Direxion Daily 7-10 Year Treasury Bull 3X)
Benchmark (^GSPC)

Returns By Period

Direxion Daily 7-10 Year Treasury Bull 3X had a return of -10.68% year-to-date (YTD) and -10.01% in the last 12 months. Over the past 10 years, Direxion Daily 7-10 Year Treasury Bull 3X had an annualized return of -3.29%, while the S&P 500 had an annualized return of 11.40%, indicating that Direxion Daily 7-10 Year Treasury Bull 3X did not perform as well as the benchmark.


TYD

YTD

-10.68%

1M

1.11%

6M

-3.74%

1Y

-10.01%

5Y (annualized)

-11.24%

10Y (annualized)

-3.29%

^GSPC (Benchmark)

YTD

26.86%

1M

3.07%

6M

11.41%

1Y

28.22%

5Y (annualized)

13.69%

10Y (annualized)

11.40%

Monthly Returns

The table below presents the monthly returns of TYD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.11%-6.82%1.12%-10.31%4.32%2.98%7.40%2.84%3.09%-10.56%1.79%-10.68%
20239.99%-10.56%10.50%1.43%-5.37%-5.08%-2.89%-3.26%-10.01%-6.68%12.47%10.55%-2.85%
2022-6.57%-1.26%-12.13%-12.12%1.26%-3.01%8.57%-12.13%-14.18%-5.05%9.94%-5.21%-43.32%
2021-3.02%-7.36%-6.91%2.56%1.38%2.89%5.87%-1.43%-4.83%-1.44%2.95%-1.68%-11.36%
202010.13%8.88%10.44%0.30%0.50%-0.03%2.23%-3.01%1.02%-4.37%0.68%-0.84%27.62%
20191.33%-1.85%7.00%-2.61%9.79%2.70%-0.63%12.07%-4.27%-0.07%-2.46%-2.90%17.88%
2018-6.56%-2.44%3.37%-4.70%3.03%0.30%-1.23%2.42%-3.80%-0.59%2.87%9.12%0.76%
20171.03%2.07%0.00%2.40%2.55%-0.29%-0.74%4.74%-4.27%-0.81%-0.23%-0.69%5.64%
201611.13%4.11%-2.54%0.50%0.82%8.32%1.17%-3.16%1.03%-5.39%-11.61%-1.82%0.56%
201513.22%-7.66%2.15%-0.85%-1.53%-4.95%4.61%-0.18%4.88%-0.50%-3.75%-1.71%2.18%
20149.00%0.97%-1.77%0.69%6.59%-0.71%0.57%3.82%-3.30%4.32%-10.76%15.99%25.60%
2013-3.85%2.79%1.47%4.40%-8.93%-8.06%-0.58%-4.25%4.50%2.89%-3.01%-6.27%-18.43%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TYD is 4, indicating that it is in the bottom 4% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of TYD is 44
Overall Rank
The Sharpe Ratio Rank of TYD is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of TYD is 44
Sortino Ratio Rank
The Omega Ratio Rank of TYD is 44
Omega Ratio Rank
The Calmar Ratio Rank of TYD is 55
Calmar Ratio Rank
The Martin Ratio Rank of TYD is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Direxion Daily 7-10 Year Treasury Bull 3X (TYD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for TYD, currently valued at -0.39, compared to the broader market0.002.004.00-0.392.34
The chart of Sortino ratio for TYD, currently valued at -0.42, compared to the broader market-2.000.002.004.006.008.0010.00-0.423.15
The chart of Omega ratio for TYD, currently valued at 0.95, compared to the broader market0.501.001.502.002.503.000.951.43
The chart of Calmar ratio for TYD, currently valued at -0.13, compared to the broader market0.005.0010.0015.00-0.133.37
The chart of Martin ratio for TYD, currently valued at -0.76, compared to the broader market0.0020.0040.0060.0080.00100.00-0.7614.93
TYD
^GSPC

The current Direxion Daily 7-10 Year Treasury Bull 3X Sharpe ratio is -0.39. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Direxion Daily 7-10 Year Treasury Bull 3X with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.39
2.34
TYD (Direxion Daily 7-10 Year Treasury Bull 3X)
Benchmark (^GSPC)

Dividends

Dividend History

Direxion Daily 7-10 Year Treasury Bull 3X provided a 3.20% dividend yield over the last twelve months, with an annual payout of $0.79 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.00201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$0.79$0.76$0.16$0.00$5.81$0.47$0.48$0.00$2.84$0.73

Dividend yield

3.20%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.64%

Monthly Dividends

The table displays the monthly dividend distributions for Direxion Daily 7-10 Year Treasury Bull 3X. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.03$0.00$0.00$0.25$0.00$0.00$0.21$0.00$0.00$0.00$0.49
2023$0.00$0.00$0.08$0.00$0.00$0.22$0.00$0.00$0.17$0.00$0.00$0.29$0.76
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.74$5.81
2019$0.00$0.00$0.12$0.00$0.00$0.16$0.00$0.00$0.09$0.00$0.00$0.10$0.47
2018$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.17$0.48
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.84$2.84
2015$0.73$0.73

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-59.63%
-0.64%
TYD (Direxion Daily 7-10 Year Treasury Bull 3X)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Direxion Daily 7-10 Year Treasury Bull 3X. 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 7-10 Year Treasury Bull 3X was 64.28%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current Direxion Daily 7-10 Year Treasury Bull 3X drawdown is 59.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.28%Aug 5, 2020808Oct 19, 2023
-28.01%Jul 6, 2016570Oct 8, 2018204Aug 1, 2019774
-25.05%May 3, 201387Sep 5, 2013321Dec 12, 2014408
-24.96%Apr 17, 200938Jun 10, 2009265Jun 29, 2010303
-22.89%Oct 12, 201083Feb 8, 2011119Jul 29, 2011202

Volatility

Volatility Chart

The current Direxion Daily 7-10 Year Treasury Bull 3X volatility is 4.74%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.74%
2.43%
TYD (Direxion Daily 7-10 Year Treasury Bull 3X)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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