Summary
CHAU
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 80.33% Volatility 37.26% Sharpe 1.13
Official loaded data — not a live quote.

DIREXION DAILY CSI 300 CHINA A SHARE BULL 2X SHARES

Symbol: CHAU

Exchange: NYSE

Sector: Technology

Category: Trading--Leveraged Equity

Inception date: 16/04/2015

Latest date: 03/06/2026

Current price: $24.63

Expense ratio: 1.19%

Assets under management
$104.1M
-0.73% 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

5.21%

Ann. -67.97% (Sharpe / Sortino numerator)

Volatility

38.68%

Sharpe ratio

-1.851

VaR 95%

-4.73%

CVaR 95%: -5.75%
Max drawdown: -11.80%
Sortino ratio: -2.304
Calmar ratio: -5.76

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

17.62%

Ann. -23.72% (Sharpe / Sortino numerator)

Volatility

30.73%

Sharpe ratio

-0.890

VaR 95%

-3.07%

CVaR 95%: -4.60%
Max drawdown: -15.65%
Sortino ratio: -1.184
Calmar ratio: -1.52

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

25.03%

Ann. -4.96% (Sharpe / Sortino numerator)

Volatility

32.11%

Sharpe ratio

-0.268

VaR 95%

-2.63%

CVaR 95%: -4.82%
Max drawdown: -15.65%
Sortino ratio: -0.331
Calmar ratio: -0.32

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

80.33%

Ann. 45.60% (Sharpe / Sortino numerator)

Volatility

37.26%

Sharpe ratio

1.126

VaR 95%

-2.74%

CVaR 95%: -5.51%
Max drawdown: -20.48%
Sortino ratio: 1.351
Calmar ratio: 2.23

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

83.30%

Ann. 21.31% (Sharpe / Sortino numerator)

Volatility

52.28%

Sharpe ratio

0.338

VaR 95%

-3.74%

CVaR 95%: -7.43%
Max drawdown: -59.88%
Sortino ratio: 0.397
Calmar ratio: 0.36

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

45.79%

Ann. -0.22% (Sharpe / Sortino numerator)

Volatility

47.34%

Sharpe ratio

-0.081

VaR 95%

-3.69%

CVaR 95%: -6.52%
Max drawdown: -59.88%
Sortino ratio: -0.103
Calmar ratio: -0.00

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.257%

Best day

8.152%

08/04/2026
Worst day

-9.218%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $24.81 $24.81 $24.56 $24.63 98,900
02/06/2026 $24.60 $24.74 $24.51 $24.66 129,500
01/06/2026 $23.54 $23.84 $23.53 $23.68 83,900
29/05/2026 $24.39 $24.52 $24.27 $24.38 105,200
28/05/2026 $24.24 $24.51 $24.24 $24.37 63,400
27/05/2026 $24.31 $24.41 $24.22 $24.33 63,800
26/05/2026 $24.54 $24.65 $24.47 $24.56 143,200
22/05/2026 $23.46 $23.63 $23.42 $23.59 77,100
21/05/2026 $23.13 $23.50 $23.05 $23.49 133,900
20/05/2026 $23.60 $23.88 $23.55 $23.81 69,900