Summary
QQQU
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 28.52% Volatility 54.50% Sharpe 0.67
Official loaded data — not a live quote.

DIREXION DAILY MAGNIFICENT 7 BULL 2X SHARES

Symbol: QQQU

Exchange: NYSE

Sector: Technology

Category: Trading--Leveraged Equity

Inception date: 06/03/2024

Latest date: 20/07/2026

Current price: $55.15

Expense ratio: 0.98%

Assets under management
$66.7M
-0.73% 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

8.02%

Ann. -74.27% (Sharpe / Sortino numerator)

Volatility

55.88%

Sharpe ratio

-1.394

VaR 95%

-5.61%

CVaR 95%: -6.16%
Max drawdown: -21.39%
Sortino ratio: -2.556
Calmar ratio: -3.47

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

1.53%

Ann. -64.40% (Sharpe / Sortino numerator)

Volatility

44.50%

Sharpe ratio

-1.529

VaR 95%

-4.77%

CVaR 95%: -5.82%
Max drawdown: -31.91%
Sortino ratio: -2.298
Calmar ratio: -2.02

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

8.02%

Ann. -37.60% (Sharpe / Sortino numerator)

Volatility

44.08%

Sharpe ratio

-0.935

VaR 95%

-4.76%

CVaR 95%: -6.18%
Max drawdown: -36.34%
Sortino ratio: -1.346
Calmar ratio: -1.03

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

28.52%

Ann. 40.15% (Sharpe / Sortino numerator)

Volatility

54.50%

Sharpe ratio

0.670

VaR 95%

-4.98%

CVaR 95%: -7.85%
Max drawdown: -36.34%
Sortino ratio: 0.939
Calmar ratio: 1.11

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

69.83%

Ann. 35.84% (Sharpe / Sortino numerator)

Volatility

54.25%

Sharpe ratio

0.594

VaR 95%

-6.19%

CVaR 95%: -8.11%
Max drawdown: -53.70%
Sortino ratio: 0.797
Calmar ratio: 0.67

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

0.137%

Best day

9.098%

31/03/2026
Worst day

-7.709%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $55.55 $55.81 $55.00 $55.15 51,500
17/07/2026 $54.69 $55.62 $54.18 $55.10 58,600
16/07/2026 $58.61 $58.79 $56.64 $57.18 67,900
15/07/2026 $56.76 $58.70 $56.64 $58.69 75,700
14/07/2026 $54.81 $56.22 $54.68 $56.07 37,500
13/07/2026 $56.16 $56.67 $55.11 $55.32 38,500
10/07/2026 $56.01 $56.73 $55.72 $56.40 35,600
09/07/2026 $52.00 $55.11 $51.85 $55.06 36,800
08/07/2026 $53.73 $53.80 $52.60 $53.65 54,400
07/07/2026 $54.85 $55.00 $54.05 $54.31 65,500