Summary
MUU
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 994.44% 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: 15/10/2026

Current price: $27.50

Expense ratio: 1.01%

Assets under management
$4.3B
14.61% 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

-2.27%

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

-11.55%

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

159.16%

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

994.44%

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

2116.31%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

1.462%

Best day

38.481%

26/05/2026
Worst day

-26.646%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $24.00 $27.50 $23.24 $27.50 37,828,600
14/10/2026 $27.72 $28.64 $26.48 $26.49 29,221,700
13/10/2026 $27.67 $28.89 $27.37 $28.89 30,707,500
12/10/2026 $32.00 $32.05 $30.46 $31.12 19,802,900
09/10/2026 $35.43 $35.43 $33.00 $33.73 17,074,900
08/10/2026 $37.19 $37.91 $34.02 $34.26 28,338,700
07/10/2026 $33.24 $38.02 $32.83 $37.88 38,381,400
06/10/2026 $36.42 $37.11 $35.13 $35.14 21,935,400
05/10/2026 $36.77 $37.14 $35.82 $36.37 18,888,900
02/10/2026 $39.47 $39.54 $36.95 $37.10 32,181,900