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 -4.0%, Sharpe ratio 0.02, volatility 30.0%, max drawdown -19.7%. 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: 1.80, Volatility: 15.3%, Max Drawdown: -1.5%
- YTD
- Return: -1.6%, Sharpe: -0.06, Volatility: 28.4%, Max Drawdown: -16.1%
- 1Y
- Return: -4.0%, Sharpe: 0.02, Volatility: 30.0%, Max Drawdown: -19.7%
- 5Y
- Return: -83.2%, Sharpe: -0.52, Volatility: 45.8%, Max Drawdown: -88.4%
- 10Y
- Return: -81.9%, Sharpe: -0.17, Volatility: 43.2%, Max Drawdown: -92.5%
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.