Summary
HCMT
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 33.04% Volatility 30.00% Sharpe 0.36
Official loaded data — not a live quote.

DIREXION HCM TACTICAL ENHANCED US ETF

Symbol: HCMT

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 21/06/2023

Latest date: 11/06/2026

Current price: $40.43

Expense ratio: 1.18%

Assets under management
$629.2M
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

0.80%

Ann. -53.58% (Sharpe / Sortino numerator)

Volatility

25.66%

Sharpe ratio

-2.229

VaR 95%

-2.85%

CVaR 95%: -2.97%
Max drawdown: -8.94%
Sortino ratio: -3.037
Calmar ratio: -5.99

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

8.51%

Ann. -30.50% (Sharpe / Sortino numerator)

Volatility

27.19%

Sharpe ratio

-1.256

VaR 95%

-2.86%

CVaR 95%: -3.47%
Max drawdown: -14.41%
Sortino ratio: -1.805
Calmar ratio: -2.12

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

2.00%

Ann. -13.93% (Sharpe / Sortino numerator)

Volatility

28.47%

Sharpe ratio

-0.617

VaR 95%

-3.12%

CVaR 95%: -4.01%
Max drawdown: -15.40%
Sortino ratio: -0.816
Calmar ratio: -0.90

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

33.04%

Ann. 14.39% (Sharpe / Sortino numerator)

Volatility

30.00%

Sharpe ratio

0.359

VaR 95%

-3.08%

CVaR 95%: -4.72%
Max drawdown: -15.40%
Sortino ratio: 0.416
Calmar ratio: 0.93

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

27.17%

Ann. 9.52% (Sharpe / Sortino numerator)

Volatility

30.88%

Sharpe ratio

0.191

VaR 95%

-3.56%

CVaR 95%: -4.97%
Max drawdown: -36.26%
Sortino ratio: 0.230
Calmar ratio: 0.26

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

65.56%

Ann. 17.70% (Sharpe / Sortino numerator)

Volatility

28.83%

Sharpe ratio

0.489

VaR 95%

-3.10%

CVaR 95%: -4.52%
Max drawdown: -36.26%
Sortino ratio: 0.603
Calmar ratio: 0.49

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: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.127%

Best day

4.492%

06/02/2026
Worst day

-6.469%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $39.11 $40.43 $38.85 $40.43 41,600
10/06/2026 $39.42 $39.95 $38.74 $38.77 28,400
09/06/2026 $40.78 $41.15 $38.34 $39.92 107,200
08/06/2026 $40.64 $40.99 $40.48 $40.50 16,700
05/06/2026 $42.01 $42.01 $39.85 $39.86 30,800
04/06/2026 $41.92 $42.81 $41.92 $42.62 32,200
03/06/2026 $42.98 $43.00 $42.63 $42.80 63,100
02/06/2026 $42.83 $43.19 $42.82 $43.18 65,900
01/06/2026 $42.41 $43.06 $42.26 $42.89 21,100
29/05/2026 $42.18 $42.56 $42.13 $42.37 65,400