Summary
SOXL
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 397.64% Volatility 118.37% Sharpe 1.89
Official loaded data — not a live quote.

DIREXION DAILY SEMICONDUCTOR BULL 3X SHARES

Symbol: SOXL

Exchange: NYSE

Sector: Technology

Category: Trading--Leveraged Equity

Inception date: 11/03/2010

Latest date: 20/07/2026

Current price: $136.81

Expense ratio: 0.75%

Assets under management
$31.6B
-4.68% 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

-54.51%

Ann. -85.10% (Sharpe / Sortino numerator)

Volatility

137.40%

Sharpe ratio

-0.646

VaR 95%

-15.10%

CVaR 95%: -15.68%
Max drawdown: -28.79%
Sortino ratio: -1.022
Calmar ratio: -2.96

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

42.60%

Ann. 56.58% (Sharpe / Sortino numerator)

Volatility

113.15%

Sharpe ratio

0.468

VaR 95%

-13.74%

CVaR 95%: -14.79%
Max drawdown: -43.47%
Sortino ratio: 0.642
Calmar ratio: 1.30

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

136.12%

Ann. 83.07% (Sharpe / Sortino numerator)

Volatility

112.96%

Sharpe ratio

0.703

VaR 95%

-13.70%

CVaR 95%: -15.91%
Max drawdown: -43.47%
Sortino ratio: 0.945
Calmar ratio: 1.91

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

397.64%

Ann. 227.07% (Sharpe / Sortino numerator)

Volatility

118.37%

Sharpe ratio

1.888

VaR 95%

-12.66%

CVaR 95%: -18.54%
Max drawdown: -43.47%
Sortino ratio: 2.263
Calmar ratio: 5.22

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

161.37%

Ann. 8.01% (Sharpe / Sortino numerator)

Volatility

113.72%

Sharpe ratio

0.039

VaR 95%

-12.54%

CVaR 95%: -18.36%
Max drawdown: -87.88%
Sortino ratio: 0.047
Calmar ratio: 0.09

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

473.85%

Ann. 43.48% (Sharpe / Sortino numerator)

Volatility

103.88%

Sharpe ratio

0.384

VaR 95%

-10.73%

CVaR 95%: -16.24%
Max drawdown: -87.88%
Sortino ratio: 0.487
Calmar ratio: 0.49

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.

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

0.963%

Best day

23.991%

11/06/2026
Worst day

-30.514%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $143.52 $148.74 $135.67 $136.81 52,184,100
17/07/2026 $124.73 $144.40 $116.47 $135.47 105,762,300
16/07/2026 $150.44 $155.83 $138.00 $142.48 76,391,300
15/07/2026 $183.77 $184.00 $150.00 $165.55 67,008,900
14/07/2026 $187.69 $188.43 $170.26 $176.66 49,269,200
13/07/2026 $174.61 $177.67 $161.55 $165.37 52,686,700
10/07/2026 $182.40 $195.94 $176.80 $192.26 37,626,300
09/07/2026 $199.81 $204.55 $189.46 $192.45 52,530,500
08/07/2026 $159.21 $176.75 $158.87 $174.82 63,175,900
07/07/2026 $165.40 $171.88 $150.08 $165.28 78,957,300