Direxion Technology Bear 3X ETF
Symbol: TECS
Exchange: NYSE ARCA
Sector: N/A
Category: Trading--Inverse Equity
Inception date: 17/12/2008
Latest date: 15/10/2026
Current price: $57.21
Expense ratio: 1.01%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-9.52%
Ann. 53.58% (Sharpe / Sortino numerator)
Volatility
82.49%
Sharpe ratio
0.605
VaR 95%
-5.47%
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
-17.26%
Ann. 58.33% (Sharpe / Sortino numerator)
Volatility
74.77%
Sharpe ratio
0.732
VaR 95%
-5.49%
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
-58.90%
Ann. 11.28% (Sharpe / Sortino numerator)
Volatility
69.48%
Sharpe ratio
0.110
VaR 95%
-5.93%
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
-68.20%
Ann. -67.59% (Sharpe / Sortino numerator)
Volatility
85.38%
Sharpe ratio
-0.834
VaR 95%
-6.41%
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.
Period total return
-87.98%
Ann. -48.85% (Sharpe / Sortino numerator)
Volatility
78.60%
Sharpe ratio
-0.668
VaR 95%
-6.86%
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
-95.56%
Ann. -53.71% (Sharpe / Sortino numerator)
Volatility
70.97%
Sharpe ratio
-0.808
VaR 95%
-6.23%
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.
Average daily return
-0.332%
Best day
20.125%
Worst day
-16.295%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $59.69 | $61.01 | $56.97 | $57.21 | 790,500 |
| 14/10/2026 | $53.40 | $56.67 | $52.81 | $56.20 | 712,200 |
| 13/10/2026 | $53.19 | $53.30 | $51.46 | $51.58 | 312,900 |
| 12/10/2026 | $50.01 | $51.82 | $50.01 | $51.38 | 214,700 |
| 09/10/2026 | $49.24 | $50.64 | $49.14 | $49.62 | 391,600 |
| 08/10/2026 | $48.92 | $51.21 | $47.87 | $50.17 | 614,500 |
| 07/10/2026 | $48.57 | $48.89 | $47.59 | $47.67 | 341,400 |
| 06/10/2026 | $47.02 | $47.35 | $46.40 | $47.25 | 375,800 |
| 05/10/2026 | $48.52 | $48.62 | $47.78 | $48.07 | 232,400 |
| 02/10/2026 | $48.01 | $49.16 | $47.61 | $48.83 | 543,600 |