Summary
SPXL
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 39.30% Volatility 53.91% Sharpe 0.53
Official loaded data — not a live quote.

DIREXION DAILY S&P 500(R) BULL 3X SHARES

Symbol: SPXL

Exchange: NYSE

Sector: Technology

Category: Trading--Leveraged Equity

Inception date: 05/11/2008

Latest date: 15/10/2026

Current price: $290.00

Expense ratio: 0.84%

Assets under management
$6.9B
2.19% 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

5.46%

Ann. -80.21% (Sharpe / Sortino numerator)

Volatility

53.65%

Sharpe ratio

-1.563

VaR 95%

-5.29%

CVaR 95%: -5.40%
Max drawdown: -21.87%
Sortino ratio: -2.766
Calmar ratio: -3.67

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.

Period total return

4.16%

Ann. -46.99% (Sharpe / Sortino numerator)

Volatility

42.92%

Sharpe ratio

-1.179

VaR 95%

-4.75%

CVaR 95%: -5.47%
Max drawdown: -26.94%
Sortino ratio: -1.725
Calmar ratio: -1.74

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

27.02%

Ann. -22.06% (Sharpe / Sortino numerator)

Volatility

40.50%

Sharpe ratio

-0.634

VaR 95%

-4.72%

CVaR 95%: -5.74%
Max drawdown: -26.94%
Sortino ratio: -0.857
Calmar ratio: -0.82

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

39.30%

Ann. 32.24% (Sharpe / Sortino numerator)

Volatility

53.91%

Sharpe ratio

0.531

VaR 95%

-4.74%

CVaR 95%: -8.15%
Max drawdown: -26.94%
Sortino ratio: 0.628
Calmar ratio: 1.20

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

75.53%

Ann. 21.41% (Sharpe / Sortino numerator)

Volatility

48.05%

Sharpe ratio

0.370

VaR 95%

-4.80%

CVaR 95%: -7.30%
Max drawdown: -48.95%
Sortino ratio: 0.446
Calmar ratio: 0.44

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

261.01%

Ann. 38.70% (Sharpe / Sortino numerator)

Volatility

43.86%

Sharpe ratio

0.800

VaR 95%

-4.39%

CVaR 95%: -6.48%
Max drawdown: -48.95%
Sortino ratio: 1.006
Calmar ratio: 0.79

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

0.161%

Best day

8.631%

31/03/2026
Worst day

-7.893%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $283.78 $291.14 $281.74 $290.00 1,730,600
14/10/2026 $293.69 $295.32 $284.37 $287.63 2,332,100
13/10/2026 $296.52 $298.13 $295.00 $297.42 1,134,000
12/10/2026 $298.31 $299.00 $296.29 $297.37 734,100
09/10/2026 $295.36 $299.02 $294.25 $297.97 1,203,800
08/10/2026 $294.15 $296.70 $289.21 $293.05 1,860,800
07/10/2026 $295.31 $297.75 $292.86 $296.91 1,585,400
06/10/2026 $298.12 $302.05 $297.93 $299.21 1,185,700
05/10/2026 $288.59 $296.40 $288.59 $294.56 1,658,100
02/10/2026 $289.71 $291.98 $285.90 $288.65 1,613,300