Summary
ELIL
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 87.30% Volatility 86.35% Sharpe -0.06
Official loaded data — not a live quote.

Direxion Daily LLY Bull 2X Shares

Symbol: ELIL

Exchange: NASDAQ

Sector: Healthcare

Category: Trading--Leveraged Equity

Inception date: 25/03/2025

Latest date: 15/10/2026

Current price: $31.99

Expense ratio: 1.07%

Assets under management
$17.2M
3.33% 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

19.47%

Ann. -87.91% (Sharpe / Sortino numerator)

Volatility

67.47%

Sharpe ratio

-1.357

VaR 95%

-4.71%

CVaR 95%: -8.43%
Max drawdown: -25.02%
Sortino ratio: -1.905
Calmar ratio: -3.51

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

11.85%

Ann. -76.49% (Sharpe / Sortino numerator)

Volatility

84.83%

Sharpe ratio

-0.945

VaR 95%

-7.66%

CVaR 95%: -11.26%
Max drawdown: -40.75%
Sortino ratio: -1.471
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

72.79%

Ann. 37.39% (Sharpe / Sortino numerator)

Volatility

70.58%

Sharpe ratio

0.478

VaR 95%

-5.78%

CVaR 95%: -9.28%
Max drawdown: -42.09%
Sortino ratio: 0.743
Calmar ratio: 0.89

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

87.30%

Ann. -1.46% (Sharpe / Sortino numerator)

Volatility

86.35%

Sharpe ratio

-0.059

VaR 95%

-7.55%

CVaR 95%: -13.42%
Max drawdown: -56.03%
Sortino ratio: -0.070
Calmar ratio: -0.03

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

0.342%

Best day

20.851%

04/02/2026
Worst day

-15.832%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $30.96 $33.18 $30.96 $31.99 149,600
14/10/2026 $28.34 $30.28 $28.34 $29.99 128,100
13/10/2026 $29.00 $29.16 $27.50 $27.89 37,400
12/10/2026 $28.61 $28.93 $28.25 $28.71 52,100
09/10/2026 $27.32 $28.48 $27.32 $28.41 21,200
08/10/2026 $28.61 $28.61 $26.25 $28.05 194,700
07/10/2026 $28.25 $29.85 $28.09 $28.98 73,300
06/10/2026 $27.14 $28.29 $26.79 $27.57 75,900
05/10/2026 $27.27 $27.89 $26.79 $26.95 27,100
02/10/2026 $27.46 $27.84 $26.54 $26.99 44,300