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 -5.8%, Sharpe ratio -0.08, volatility 27.1%, max drawdown -26.5%. 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: -7.7%, Sharpe: -11.53, Volatility: 19.3%, Max Drawdown: -7.7%
- YTD
- Return: -10.6%, Sharpe: -0.62, Volatility: 27.2%, Max Drawdown: -23.3%
- 1Y
- Return: -5.8%, Sharpe: -0.08, Volatility: 27.1%, Max Drawdown: -26.5%
- 5Y
- Return: -86.2%, Sharpe: -0.61, Volatility: 45.6%, Max Drawdown: -88.8%
- 10Y
- Return: -86.7%, Sharpe: -0.24, Volatility: 42.9%, Max Drawdown: -92.7%
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.