Summary
AVL
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 187.63% 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: 02/06/2026

Current price: $76.08

Expense ratio: 1.00%

Assets under management
$188.5M
-2.10% 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

30.97%

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

113.97%

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

39.34%

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

187.63%

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

272.68%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.566%

Best day

22.566%

24/11/2025
Worst day

-23.165%

12/12/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $77.71 $78.22 $72.85 $76.08 1,529,500
01/06/2026 $66.43 $71.28 $64.38 $69.54 1,034,400
29/05/2026 $62.10 $66.18 $61.16 $65.81 943,800
28/05/2026 $58.28 $60.78 $56.50 $59.93 376,500
27/05/2026 $59.59 $61.60 $57.20 $58.68 370,400
26/05/2026 $57.93 $62.36 $57.50 $58.66 456,000
22/05/2026 $58.00 $58.09 $55.50 $56.53 318,800
21/05/2026 $56.68 $58.83 $55.66 $56.79 241,100
20/05/2026 $56.47 $59.29 $56.00 $57.56 210,900
19/05/2026 $55.75 $57.63 $54.44 $55.86 243,100