Direxion Daily 20+ Year Treasury Bull 3X Shares (TMF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Direxion Daily 20+ Year Treasury Bull 3X Shares (TMF): 1Y return -32.8%, Sharpe ratio -1.29, volatility 27.0%, max drawdown -40.6%. A ETF in the Fixed Income asset class. Compare TMF with other assets and invest through your own broker with pfolio.
Direxion Daily 20+ Year Treasury Bull 3X Shares (TMF) Overview
- Type: ETF
- Asset Class: Fixed Income
- Region: Americas
- Country: US (Developed)
- Currency: USD
TMF Performance
- MTD
- Return: 1.2%, Sharpe: 2.09, Volatility: 21.6%, Max Drawdown: -2.4%
- YTD
- Return: -28.4%, Sharpe: -1.36, Volatility: 27.7%, Max Drawdown: -38.0%
- 1Y
- Return: -32.8%, Sharpe: -1.29, Volatility: 27.0%, Max Drawdown: -40.6%
- 5Y
- Return: -88.1%, Sharpe: -0.68, Volatility: 45.3%, Max Drawdown: -90.9%
- 10Y
- Return: -87.5%, Sharpe: -0.25, Volatility: 42.9%, Max Drawdown: -94.1%
Frequently Asked Questions
- What is Direxion Daily 20+ Year Treasury Bull 3X Shares (TMF)?
- Direxion Daily 20+ Year Treasury Bull 3X Shares (TMF) is a ETF in the Fixed Income asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does TMF compare to other assets?
- You can compare TMF with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in TMF through pfolio?
- pfolio helps you build diversified portfolios that may include TMF. You invest through your own broker — pfolio provides the analytics.