Summary
AIBU
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 34.94% Volatility 59.18% Sharpe 0.56
Official loaded data — not a live quote.

DIREXION DAILY AI AND BIG DATA BULL 2X SHARES

Symbol: AIBU

Exchange: NYSE

Sector: Technology

Category: Trading--Leveraged Equity

Inception date: 15/05/2024

Latest date: 16/07/2026

Current price: $58.08

Expense ratio: 0.96%

Assets under management
$27.0M
-3.81% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-10.04%

Ann. -48.08% (Sharpe / Sortino numerator)

Volatility

60.83%

Sharpe ratio

-0.850

VaR 95%

-6.48%

CVaR 95%: -6.92%
Max drawdown: -20.93%
Sortino ratio: -1.617
Calmar ratio: -2.30

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

17.48%

Ann. -67.09% (Sharpe / Sortino numerator)

Volatility

52.90%

Sharpe ratio

-1.337

VaR 95%

-6.03%

CVaR 95%: -6.53%
Max drawdown: -36.49%
Sortino ratio: -2.264
Calmar ratio: -1.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

15.22%

Ann. -52.74% (Sharpe / Sortino numerator)

Volatility

53.17%

Sharpe ratio

-1.060

VaR 95%

-6.42%

CVaR 95%: -7.01%
Max drawdown: -48.71%
Sortino ratio: -1.602
Calmar ratio: -1.08

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

34.94%

Ann. 36.67% (Sharpe / Sortino numerator)

Volatility

59.18%

Sharpe ratio

0.558

VaR 95%

-6.23%

CVaR 95%: -8.47%
Max drawdown: -48.71%
Sortino ratio: 0.764
Calmar ratio: 0.75

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

92.91%

Ann. 57.83% (Sharpe / Sortino numerator)

Volatility

55.56%

Sharpe ratio

0.976

VaR 95%

-6.46%

CVaR 95%: -8.22%
Max drawdown: -51.17%
Sortino ratio: 1.290
Calmar ratio: 1.13

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.172%

Best day

9.48%

31/03/2026
Worst day

-11.702%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $60.38 $60.38 $57.67 $58.08 11,700
15/07/2026 $62.51 $62.51 $59.52 $61.20 22,200
14/07/2026 $61.27 $61.80 $60.49 $61.37 2,900
13/07/2026 $62.36 $62.77 $60.78 $61.04 5,600
10/07/2026 $63.60 $64.20 $62.70 $63.52 4,500
09/07/2026 $61.78 $63.72 $61.78 $63.64 3,200
08/07/2026 $60.05 $61.49 $59.22 $61.48 5,300
07/07/2026 $61.35 $61.80 $59.82 $60.86 6,000
06/07/2026 $60.61 $63.52 $60.60 $62.67 10,500
02/07/2026 $61.42 $63.05 $59.05 $59.84 8,400