Summary
QQQD
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return -16.69% Volatility 29.02% Sharpe -0.88
Official loaded data — not a live quote.

DIREXION DAILY MAGNIFICENT 7 BEAR 1X SHARES

Symbol: QQQD

Exchange: NYSE

Sector: N/A

Category: Trading--Inverse Equity

Inception date: 06/03/2024

Latest date: 11/06/2026

Current price: $13.19

Expense ratio: 0.50%

Assets under management
$27.6M
-0.75% 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

7.15%

Ann. 70.86% (Sharpe / Sortino numerator)

Volatility

28.94%

Sharpe ratio

2.323

VaR 95%

-1.70%

CVaR 95%: -3.17%
Max drawdown: -5.89%
Sortino ratio: 3.392
Calmar ratio: 12.03

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.

Period total return

-4.16%

Ann. 58.42% (Sharpe / Sortino numerator)

Volatility

22.71%

Sharpe ratio

2.412

VaR 95%

-1.64%

CVaR 95%: -2.51%
Max drawdown: -5.89%
Sortino ratio: 3.834
Calmar ratio: 9.92

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

2.09%

Ann. 21.87% (Sharpe / Sortino numerator)

Volatility

22.00%

Sharpe ratio

0.829

VaR 95%

-1.91%

CVaR 95%: -2.78%
Max drawdown: -9.05%
Sortino ratio: 1.385
Calmar ratio: 2.42

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

-16.69%

Ann. -21.84% (Sharpe / Sortino numerator)

Volatility

29.02%

Sharpe ratio

-0.878

VaR 95%

-2.47%

CVaR 95%: -4.32%
Max drawdown: -42.27%
Sortino ratio: -1.027
Calmar ratio: -0.52

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

-35.40%

Ann. -19.43% (Sharpe / Sortino numerator)

Volatility

27.78%

Sharpe ratio

-0.830

VaR 95%

-2.58%

CVaR 95%: -3.75%
Max drawdown: -47.83%
Sortino ratio: -1.128
Calmar ratio: -0.41

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

-0.064%

Best day

3.958%

05/06/2026
Worst day

-4.534%

31/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $13.29 $13.49 $13.17 $13.19 221,500
10/06/2026 $13.14 $13.34 $13.06 $13.33 137,700
09/06/2026 $12.81 $13.27 $12.74 $13.03 138,100
08/06/2026 $12.79 $12.88 $12.74 $12.85 181,700
05/06/2026 $12.48 $12.90 $12.43 $12.87 544,700
04/06/2026 $12.49 $12.50 $12.37 $12.38 265,100
03/06/2026 $12.43 $12.59 $12.37 $12.53 78,900
02/06/2026 $12.37 $12.44 $12.26 $12.36 22,200
01/06/2026 $12.16 $12.26 $12.13 $12.26 293,700
29/05/2026 $12.14 $12.15 $12.06 $12.14 108,100