Summary
AIBU
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 123.94% 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: 02/06/2026

Current price: $76.42

Expense ratio: 0.96%

Assets under management
$27.1M
1.23% 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

35.83%

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

90.76%

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

41.27%

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

123.94%

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

215.99%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.367%

Best day

9.48%

31/03/2026
Worst day

-7.98%

01/08/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $75.49 $78.96 $75.49 $76.42 23,700
01/06/2026 $73.00 $76.43 $72.78 $75.75 45,400
29/05/2026 $71.27 $72.27 $70.61 $72.09 34,800
28/05/2026 $66.00 $69.23 $66.00 $69.06 25,900
27/05/2026 $65.56 $65.56 $63.94 $65.07 16,700
26/05/2026 $64.99 $65.84 $64.60 $65.40 25,400
22/05/2026 $63.70 $64.53 $63.44 $63.61 9,800
21/05/2026 $61.18 $62.50 $61.01 $62.34 13,500
20/05/2026 $59.99 $61.56 $59.48 $61.49 15,600
19/05/2026 $58.67 $59.72 $57.50 $58.86 56,700