See what your fund actually adds
Direxion Daily 20-Yr Treasury Bull 3x Shrs TMF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TMF | Replication |
|---|---|---|
| Annualized growth | -35.4% | -7.3% |
| Annualized volatility | 43.7% | 13.6% |
| Sharpe ratio | -0.78 | -0.49 |
| Maximum drawdown | 90.8% | 40.7% |
| Replication fit (R²) | 0.52 · Tracking error 30.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model TMF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPTL | FI · Long Gov | 100.0% |