Summary
MUU
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 6522.85% 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: 03/06/2026

Current price: $1065.00

Expense ratio: 1.01%

Assets under management
$1.4B
-0.36% 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

218.90%

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

561.85%

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

1422.00%

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

6522.85%

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

4105.80%

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

Methodology: adjusted prices + daily simple return
Average daily return

2.017%

Best day

38.481%

26/05/2026
Worst day

-21.429%

20/11/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $1068.88 $1081.71 $985.00 $1065.00 2,465,800
02/06/2026 $1006.31 $1055.79 $945.63 $1033.17 3,055,400
01/06/2026 $935.00 $1000.00 $934.98 $980.97 3,125,300
29/05/2026 $841.00 $882.00 $813.50 $866.64 3,079,900
28/05/2026 $795.57 $829.90 $753.01 $785.00 3,473,200
27/05/2026 $837.97 $840.30 $727.46 $794.01 5,300,900
26/05/2026 $635.00 $769.90 $633.87 $740.00 4,372,100
22/05/2026 $542.45 $576.51 $529.02 $534.37 1,736,400
21/05/2026 $514.54 $555.11 $509.29 $550.30 2,430,100
20/05/2026 $514.23 $514.23 $467.00 $509.89 2,863,200