Summary
AVL
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 30.20% Volatility 94.71% Sharpe 1.49
Official loaded data — not a live quote.

DIREXION DAILY AVGO BULL 2X SHARES

Symbol: AVL

Exchange: NASDAQ

Sector: Technology

Category: Trading--Leveraged Equity

Inception date: 09/10/2024

Latest date: 16/07/2026

Current price: $42.87

Expense ratio: 1.00%

Assets under management
$205.6M
-5.15% 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

-3.36%

Ann. -44.44% (Sharpe / Sortino numerator)

Volatility

82.81%

Sharpe ratio

-0.580

VaR 95%

-6.14%

CVaR 95%: -7.28%
Max drawdown: -28.57%
Sortino ratio: -1.339
Calmar ratio: -1.56

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

-19.83%

Ann. -66.32% (Sharpe / Sortino numerator)

Volatility

78.52%

Sharpe ratio

-0.891

VaR 95%

-8.18%

CVaR 95%: -9.11%
Max drawdown: -35.32%
Sortino ratio: -1.546
Calmar ratio: -1.88

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

-3.58%

Ann. -45.44% (Sharpe / Sortino numerator)

Volatility

92.45%

Sharpe ratio

-0.531

VaR 95%

-8.83%

CVaR 95%: -12.75%
Max drawdown: -54.02%
Sortino ratio: -0.740
Calmar ratio: -0.84

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

30.20%

Ann. 144.86% (Sharpe / Sortino numerator)

Volatility

94.71%

Sharpe ratio

1.491

VaR 95%

-8.33%

CVaR 95%: -12.76%
Max drawdown: -54.02%
Sortino ratio: 2.123
Calmar ratio: 2.68

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

112.40%

Ann. 89.61% (Sharpe / Sortino numerator)

Volatility

106.78%

Sharpe ratio

0.806

VaR 95%

-8.55%

CVaR 95%: -14.14%
Max drawdown: -70.63%
Sortino ratio: 1.121
Calmar ratio: 1.27

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

0.283%

Best day

22.566%

24/11/2025
Worst day

-25.365%

04/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $45.20 $45.57 $42.18 $42.87 324,500
15/07/2026 $48.00 $48.57 $45.79 $47.48 243,200
14/07/2026 $47.83 $48.23 $45.36 $46.41 257,700
13/07/2026 $47.59 $48.02 $45.03 $45.03 252,200
10/07/2026 $48.59 $49.68 $48.10 $49.07 235,000
09/07/2026 $49.35 $50.93 $46.26 $49.40 763,800
08/07/2026 $43.98 $47.94 $43.77 $46.50 945,100
07/07/2026 $41.45 $42.87 $40.41 $42.34 361,500
06/07/2026 $42.87 $45.17 $42.68 $43.14 547,100
02/07/2026 $41.37 $43.25 $39.27 $40.04 552,400