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

ETF Info

ISIN

US25459W5572

CUSIP

25459W557

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

TYO has a high expense ratio of 1.08%, indicating higher-than-average management fees.


Expense ratio chart for TYO: current value at 1.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.08%

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:
TYO vs. TYD TYO vs. SPTL TYO vs. PST TYO vs. ^GSPC TYO vs. TMF TYO vs. TMV TYO vs. YANG TYO vs. SQQQ TYO vs. SPY TYO vs. PFIX
Popular comparisons:
TYO vs. TYD TYO vs. SPTL TYO vs. PST TYO vs. ^GSPC TYO vs. TMF TYO vs. TMV TYO vs. YANG TYO vs. SQQQ TYO vs. SPY TYO vs. PFIX

Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.60%
10.56%
TYO (Direxion Daily 7-10 Year Treasury Bear 3X)
Benchmark (^GSPC)

Returns By Period

Direxion Daily 7-10 Year Treasury Bear 3X had a return of 14.54% year-to-date (YTD) and 14.17% in the last 12 months. Over the past 10 years, Direxion Daily 7-10 Year Treasury Bear 3X had an annualized return of -1.80%, while the S&P 500 had an annualized return of 11.40%, indicating that Direxion Daily 7-10 Year Treasury Bear 3X did not perform as well as the benchmark.


TYO

YTD

14.54%

1M

-1.24%

6M

5.21%

1Y

14.17%

5Y (annualized)

7.31%

10Y (annualized)

-1.80%

^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 TYO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.16%8.23%-1.00%11.13%-3.62%-2.52%-6.88%-2.61%-2.74%12.12%-1.92%14.54%
2023-9.23%11.36%-10.34%-1.41%5.64%5.01%2.98%3.57%11.63%6.72%-11.23%-9.62%1.06%
20226.61%0.55%12.00%13.08%-2.61%2.41%-8.72%12.80%14.56%4.80%-9.38%4.69%58.83%
20214.98%7.57%6.18%-2.81%-1.47%-3.72%-6.06%0.79%3.64%1.87%-3.56%0.83%7.47%
2020-9.04%-8.34%-12.16%-1.04%-0.97%-0.73%-2.11%2.31%-1.25%3.91%-1.40%-1.06%-28.56%
2019-1.91%1.93%-7.45%1.97%-8.03%-3.56%0.42%-10.89%3.90%-0.47%2.39%2.53%-18.70%
20186.90%2.06%-3.39%3.91%-3.05%-0.50%2.44%-3.27%4.81%0.82%-3.74%-7.42%-1.42%
2017-1.49%-2.37%-0.49%-3.09%-2.65%1.15%-0.99%-3.94%3.66%0.72%0.92%-0.50%-8.94%
2016-8.64%-5.32%-0.52%0.10%0.82%-10.49%-0.46%2.41%-0.83%6.65%10.82%-0.19%-7.32%
2015-12.37%7.53%-3.62%0.88%1.91%3.75%-5.21%-1.62%-4.29%0.68%1.52%0.06%-11.57%
2014-8.92%-1.91%1.38%-2.81%-5.52%0.19%0.42%-6.04%2.90%-4.78%-4.20%-1.46%-27.29%
20133.51%-3.89%-1.42%-4.70%9.03%7.60%-0.02%3.63%-5.56%-3.03%2.37%5.86%12.73%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TYO is 19, indicating that it is in the bottom 19% 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 TYO is 1919
Overall Rank
The Sharpe Ratio Rank of TYO is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of TYO is 2323
Sortino Ratio Rank
The Omega Ratio Rank of TYO is 2121
Omega Ratio Rank
The Calmar Ratio Rank of TYO is 1212
Calmar Ratio Rank
The Martin Ratio Rank of TYO is 1616
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 Bear 3X (TYO) 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 TYO, currently valued at 0.56, compared to the broader market0.002.004.000.562.34
The chart of Sortino ratio for TYO, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.0010.000.963.15
The chart of Omega ratio for TYO, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.43
The chart of Calmar ratio for TYO, currently valued at 0.14, compared to the broader market0.005.0010.0015.000.143.37
The chart of Martin ratio for TYO, currently valued at 1.25, compared to the broader market0.0020.0040.0060.0080.00100.001.2514.93
TYO
^GSPC

The current Direxion Daily 7-10 Year Treasury Bear 3X Sharpe ratio is 0.56. 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 Bear 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
0.56
2.34
TYO (Direxion Daily 7-10 Year Treasury Bear 3X)
Benchmark (^GSPC)

Dividends

Dividend History

Direxion Daily 7-10 Year Treasury Bear 3X provided a 4.54% dividend yield over the last twelve months, with an annual payout of $0.65 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.10$0.20$0.30$0.40$0.50201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$0.65$0.47$0.01$0.00$0.03$0.17$0.04

Dividend yield

4.54%3.62%0.09%0.00%0.37%1.57%0.32%

Monthly Dividends

The table displays the monthly dividend distributions for Direxion Daily 7-10 Year Treasury Bear 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$0.28$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.00$0.58
2023$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.08$0.47
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01
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$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03
2019$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.01$0.17
2018$0.02$0.00$0.00$0.02$0.04

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.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-77.98%
-0.64%
TYO (Direxion Daily 7-10 Year Treasury Bear 3X)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Direxion Daily 7-10 Year Treasury Bear 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 Bear 3X was 89.25%, occurring on Aug 4, 2020. The portfolio has not yet recovered.

The current Direxion Daily 7-10 Year Treasury Bear 3X drawdown is 77.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-89.25%Jun 11, 20092785Aug 4, 2020
-6.13%May 28, 20092May 29, 20095Jun 5, 20097
-4.68%May 8, 20094May 13, 20095May 21, 20099
-2.33%Apr 20, 20091Apr 20, 20092Apr 22, 20093
-1.93%Apr 27, 20091Apr 27, 20092Apr 29, 20093

Volatility

Volatility Chart

The current Direxion Daily 7-10 Year Treasury Bear 3X volatility is 4.76%, 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
4.76%
2.43%
TYO (Direxion Daily 7-10 Year Treasury Bear 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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