Summary
AVL
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -28.94% 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: 15/10/2026

Current price: $33.91

Expense ratio: 1.00%

Assets under management
$290.3M
3.38% 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

1.20%

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

-28.21%

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

-35.72%

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

-28.94%

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

88.76%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.031%

Best day

22.565%

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
15/10/2026 $32.80 $34.03 $32.04 $33.91 1,514,700
14/10/2026 $35.67 $35.93 $33.64 $34.40 1,012,300
13/10/2026 $34.98 $37.03 $34.79 $36.67 849,300
12/10/2026 $37.02 $37.38 $36.03 $36.10 626,800
09/10/2026 $38.30 $38.58 $37.45 $37.60 797,200
08/10/2026 $39.69 $40.16 $36.70 $37.28 1,977,900
07/10/2026 $39.80 $40.95 $39.26 $40.77 1,105,500
06/10/2026 $38.85 $41.77 $38.25 $40.75 2,677,300
05/10/2026 $37.15 $38.22 $36.66 $38.03 1,690,000
02/10/2026 $35.51 $36.87 $34.93 $36.45 1,709,200