Summary
MUU
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 2848.96% Volatility 131.77% Sharpe 6.84
Official loaded data — not a live quote.

DIREXION DAILY MU BULL 2X SHARES

Symbol: MUU

Exchange: NASDAQ

Sector: Technology

Category: Trading--Leveraged Equity

Inception date: 09/10/2024

Latest date: 20/07/2026

Current price: $28.31

Expense ratio: 1.01%

Assets under management
$8.6B
-4.39% 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

-53.95%

Ann. -96.68% (Sharpe / Sortino numerator)

Volatility

166.54%

Sharpe ratio

-0.602

VaR 95%

-17.25%

CVaR 95%: -19.70%
Max drawdown: -52.72%
Sortino ratio: -0.997
Calmar ratio: -1.83

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

174.78%

Ann. 78.75% (Sharpe / Sortino numerator)

Volatility

144.53%

Sharpe ratio

0.520

VaR 95%

-15.24%

CVaR 95%: -18.97%
Max drawdown: -52.72%
Sortino ratio: 0.819
Calmar ratio: 1.49

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.

Period total return

257.26%

Ann. 795.41% (Sharpe / Sortino numerator)

Volatility

139.39%

Sharpe ratio

5.680

VaR 95%

-14.47%

CVaR 95%: -18.53%
Max drawdown: -52.72%
Sortino ratio: 8.922
Calmar ratio: 15.09

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

2848.96%

Ann. 904.80% (Sharpe / Sortino numerator)

Volatility

131.77%

Sharpe ratio

6.839

VaR 95%

-11.16%

CVaR 95%: -19.90%
Max drawdown: -52.72%
Sortino ratio: 8.965
Calmar ratio: 17.16

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

2148.25%

Ann. 585.65% (Sharpe / Sortino numerator)

Volatility

133.57%

Sharpe ratio

4.358

VaR 95%

-11.65%

CVaR 95%: -19.47%
Max drawdown: -75.07%
Sortino ratio: 5.906
Calmar ratio: 7.80

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

1.816%

Best day

38.481%

26/05/2026
Worst day

-26.646%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $29.61 $30.57 $27.91 $28.31 36,766,700
17/07/2026 $25.48 $30.78 $24.30 $27.24 70,199,600
16/07/2026 $28.52 $30.00 $26.70 $27.51 44,695,400
15/07/2026 $36.57 $36.90 $28.85 $31.27 41,013,700
14/07/2026 $37.35 $38.03 $34.81 $37.13 32,564,000
13/07/2026 $33.53 $34.54 $31.46 $33.91 35,314,000
10/07/2026 $36.06 $38.67 $35.25 $37.27 32,710,000
09/07/2026 $39.99 $41.50 $37.95 $38.23 51,772,000
08/07/2026 $31.68 $35.85 $31.61 $35.15 47,656,000
07/07/2026 $33.15 $34.58 $30.80 $34.43 58,922,000