Summary
TSMX
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 146.30% Volatility 77.00% Sharpe 2.70
Official loaded data — not a live quote.

DIREXION DAILY TSM BULL 2X SHARES

Symbol: TSMX

Exchange: NASDAQ

Sector: Technology

Category: Trading--Leveraged Equity

Inception date: 02/10/2024

Latest date: 21/07/2026

Current price: $81.42

Expense ratio: 0.99%

Assets under management
$773.1M
3.22% 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

-20.31%

Ann. -89.11% (Sharpe / Sortino numerator)

Volatility

97.03%

Sharpe ratio

-0.956

VaR 95%

-10.36%

CVaR 95%: -11.88%
Max drawdown: -23.17%
Sortino ratio: -1.396
Calmar ratio: -3.85

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

22.55%

Ann. 22.73% (Sharpe / Sortino numerator)

Volatility

81.02%

Sharpe ratio

0.236

VaR 95%

-9.20%

CVaR 95%: -10.55%
Max drawdown: -35.20%
Sortino ratio: 0.346
Calmar ratio: 0.65

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

45.42%

Ann. 49.39% (Sharpe / Sortino numerator)

Volatility

77.04%

Sharpe ratio

0.594

VaR 95%

-8.39%

CVaR 95%: -10.50%
Max drawdown: -35.20%
Sortino ratio: 0.908
Calmar ratio: 1.40

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

146.30%

Ann. 211.34% (Sharpe / Sortino numerator)

Volatility

77.00%

Sharpe ratio

2.698

VaR 95%

-7.17%

CVaR 95%: -10.51%
Max drawdown: -35.20%
Sortino ratio: 4.071
Calmar ratio: 6.00

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

246.04%

Ann. 120.97% (Sharpe / Sortino numerator)

Volatility

82.55%

Sharpe ratio

1.422

VaR 95%

-7.48%

CVaR 95%: -11.24%
Max drawdown: -63.80%
Sortino ratio: 2.027
Calmar ratio: 1.90

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 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.485%

Best day

16.362%

13/10/2025
Worst day

-13.625%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $78.88 $81.62 $77.45 $81.42 920,600
20/07/2026 $75.08 $76.00 $72.52 $73.36 506,400
17/07/2026 $69.53 $74.19 $67.30 $71.73 1,165,300
16/07/2026 $74.92 $78.58 $73.83 $76.14 2,221,300
15/07/2026 $82.45 $83.50 $76.61 $80.06 1,088,900
14/07/2026 $84.30 $84.49 $79.79 $80.38 812,700
13/07/2026 $85.89 $87.08 $80.66 $80.92 1,098,000
10/07/2026 $87.52 $87.95 $83.33 $85.96 695,200
09/07/2026 $90.78 $91.19 $86.97 $87.07 766,400
08/07/2026 $83.78 $88.30 $83.78 $86.83 707,700