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 -35.5%, Sharpe ratio -1.45, volatility 26.6%, 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: 1.6%, Sharpe: 2.52, Volatility: 20.1%, Max Drawdown: -2.4%
- YTD
- Return: -28.1%, Sharpe: -1.34, Volatility: 27.7%, Max Drawdown: -38.0%
- 1Y
- Return: -35.5%, Sharpe: -1.45, Volatility: 26.6%, Max Drawdown: -40.6%
- 5Y
- Return: -88.5%, Sharpe: -0.70, Volatility: 45.2%, Max Drawdown: -90.9%
- 10Y
- Return: -87.1%, 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.