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Direxion Daily Small Cap Bear 3X Shares

TZA
ETF · Currency in USD
ISIN
US25460E1257
CUSIP
25460E125
Issuer
Direxion
Inception Date
Nov 5, 2008
Region
North America (U.S.)
Category
Leveraged Equities
Leveraged
3x
Expense Ratio
1.11%
Index Tracked
Russell 2000 Index (-300%)
ETF Home Page
www.direxion.com
Asset Class
Equity
Asset Class Size
Micro-Cap
Asset Class Style
Blend

TZAPrice Chart


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TZAPerformance

The chart shows the growth of $10,000 invested in TZA on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $4 for a total return of roughly -99.96%. All prices are adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%20122014201620182020
-99.96%
259.57%
S&P 500

TZAReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-5.77%
YTD-40.92%
6M-69.51%
1Y-91.74%
5Y-55.03%
10Y-48.15%

TZAMonthly Returns Heatmap


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TZASharpe 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 Small Cap Bear 3X Shares Sharpe ratio is -1.04. 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.


-2.00-1.000.001.002.0020122014201620182020
-1.04

TZADividends

Direxion Daily Small Cap Bear 3X Shares granted a 0.00% dividend yield in the last twelve months, as of Apr 7, 2021. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.00$0.66$4.41$3.84$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
Dividend yield
0.00%1.21%1.57%0.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

TZADrawdowns Chart


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20122014201620182020
-99.97%

TZAWorst Drawdowns

The table below shows the maximum drawdowns of the Direxion Daily Small Cap Bear 3X Shares. 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 {{portfolioName}} is 99.97%, recorded on Mar 15, 2021. The portfolio has not recovered from it yet.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-99.97%Feb 9, 20102793Mar 15, 2021
-6.86%Feb 1, 20102Feb 2, 20102Feb 4, 20104
-6.28%Jan 13, 20104Jan 19, 20102Jan 21, 20106
-3.8%Jan 7, 20102Jan 8, 20102Jan 12, 20104
-3.03%Jan 27, 20101Jan 27, 20101Jan 28, 20102
-1.24%Feb 5, 20101Feb 5, 20101Feb 8, 20102
-0.5%Jan 25, 20101Jan 25, 20101Jan 26, 20102
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970

TZAVolatility Chart

Current Direxion Daily Small Cap Bear 3X Shares volatility is 87.03%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%100.00%200.00%300.00%400.00%20122014201620182020
87.03%

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