Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/20/2025.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| TMF (Direxion Daily 20+ Year Treasury Bull 3X Shares) | -6.49% | -9.46% | -23.16% | -34.70% | -37.27% | -13.63% | -5.57% | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TMF (Direxion Daily 20+ Year Treasury Bull 3X Shares) | 04/16/2009 | 05/20/2025 |
The return data shown below all have the same latest date: 05/20/2025.
AR inception is since 04/16/2009.
AR inception is since 04/16/2009.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.95 | -23.16 | -34.70 | -37.27 | -13.63 | -5.57 | NA | -6.49 | -9.46 | -35.95 | -13.03 | -72.53 | -19.83 | 39.03 | 34.74 | -11.01 | 22.73 | -2.52 | -13.73 | 97.34 | -39.01 | 0.60 | 109.14 | 16.20 | -39.24 |
| Sharpe Ratio | NA | -0.68 | -0.72 | -0.84 | -0.35 | NA | NA | -0.16 | -0.44 | -1.01 | -0.32 | -1.22 | -0.49 | 0.61 | 0.94 | -0.45 | 0.77 | -0.07 | -0.30 | 3.12 | -1.00 | 0.01 | 1.83 | 0.32 | -0.88 |
| Standard Deviation(%) | NA | 42.95 | 50.96 | 48.03 | 44.96 | NA | NA | 45.86 | 43.46 | 41.99 | 53.67 | 60.47 | 40.70 | 63.34 | 35.37 | 27.66 | 28.86 | 38.31 | 46.38 | 31.16 | 39.03 | 42.18 | 59.69 | 49.81 | 57.29 |
| Draw Down(%) | NA | 42.60 | 72.71 | 91.47 | 92.26 | NA | NA | 92.26 | 23.35 | 37.03 | 59.40 | 77.48 | 39.45 | 43.82 | 24.59 | 30.49 | 15.13 | 46.34 | 42.46 | 14.70 | 44.45 | 28.21 | 30.17 | 41.40 | 43.49 |
| Yield(%) | 0.00 | 2.88 | 5.85 | 1.56 | 2.20 | 2.93 | 1.99 | 2.49 | 0.00 | 2.71 | 7.84 | 0.48 | 0.10 | 2.94 | 1.24 | 1.35 | 0.49 | 0.00 | 0.00 | 0.00 | 0.36 | 0.18 | 1.48 | 5.64 | 8.36 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMF (Direxion Daily 20+ Year Treasury Bull 3X Shares) |
-51.07%
Oct 2020 - Oct 2023 |
-36.18%
Apr 2020 - Apr 2025 |
-16.70%
Jan 2015 - Jan 2025 |
-3.59%
Jan 2010 - Jan 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMF (Direxion Daily 20+ Year Treasury Bull 3X Shares) |
35.96%
Jul 2009 - Jul 2012 |
29.14%
Jan 2010 - Jan 2015 |
19.73%
Mar 2010 - Mar 2020 |
-2.39%
Mar 2010 - Mar 2025 |
Annualized Rolling Returns Comparison Chart