Direxion Daily 20+ Yr Trsy Bull 3X Shrs (TMF)

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117.73 -0.45  -0.38% NYSE Arca Jul 28, 20:00 Delayed 2m USD
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TMF Price Chart

TMF Key Stats

Expense Ratio (6-15-16) 1.00%
Assets Under Management (7-28-16) 76.45M
30-Day Average Volume (7-27-16) 134634.7
Net Asset Value (7-28-16) 117.62
Discount or Premium to NAV (7-28-16) 0.09%
Turnover Ratio (10-31-15) 56.00%

TMF Asset Allocation

Type % Net % Long % Short
Cash -196.9% 80.13% 277.0%
Stock 69.69% 69.69% 0.00%
Bond 21.23% 21.23% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 206.0% 206.0% 0.00%
As of June 30, 2016

TMF Net Fund Flows

1M -2.994M
3M 6.018M
6M -7.745M
YTD -7.745M
1Y -16.89M
3Y 25.93M
5Y 13.70M
10Y --
As of June 30, 2016

TMF Net Share Class Flows

1M -2.994M
3M 6.018M
6M -7.745M
YTD -7.745M
1Y -16.89M
3Y 25.93M
5Y 13.70M
10Y --
As of June 30, 2016

TMF Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of June 30, 2016
Region breakdown data is calculated by using the long position holdings of the portfolio.

TMF Stock Sector Exposure

Basic Materials 0.00%
Communication Services 0.00%
Consumer Cyclical 0.00%
Consumer Defensive 0.00%
Energy 0.00%
Financial Services 0.00%
Healthcare 0.00%
Industrials 0.00%
Real Estate 0.00%
Technology 0.00%
Utilities 0.00%
As of June 30, 2016

TMF Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 0.00%
183 to 364 Days 0.00%
1 to 3 Years 0.00%
3 to 5 Years 0.00%
5 to 7 Years 0.00%
7 to 10 Years 0.00%
10 to 15 Years 0.00%
15 to 20 Years 0.61%
20 to 30 Years 99.39%
Over 30 Years 0.00%
As of June 30, 2016

TMF Stock Market Capitalization

Giant --
Large --
Medium --
Small --
Micro --
As of June 30, 2016

TMF Fixed Income Sector Exposure

Government 20.95%
Corporate 0.14%
Securitized 0.00%
Municipal 0.00%
Cash 78.91%
Derivative 0.00%
As of June 30, 2016

TMF Bond Credit Quality Exposure

AAA 100.0%
AA 0.00%
A 0.00%
BBB 0.00%
BB 0.00%
B 0.00%
Below B 0.00%
As of April 30, 2016
View More Holdings

TMF Top 6 Holdings

Symbol Name % Weight Price % Chg
-- 20+ Yr Treas Bd Idx Swap 89.24% -- --
-- 20+ Yr Treas Bd Idx Swap 82.74% -- --
-- 20+ Yr Treas Bd Idx Swap 69.69% -- --
-- 20+ Yr Treas Bd Idx Swap 22.25% -- --
TLT iShares 20+ Year Treasury Bond 21.37% 140.39 -0.18%
-- 20+ Yr Treas Bd Idx Swap 11.74% -- --
As of June 30, 2016
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TMF Basic Info

Style
Fixed Income Style High Quality/Extensive Sensitivity
Broad Asset Class Alternative
Broad Category Alternative
Category Name Trading--Leveraged Debt
Prospectus Objective Government Bond - Treasury
Fund Owner Firm Name Direxion Funds
Benchmark Index
ICE U.S. Treasury 20+ Year Bond TR USD
300.0%

TMF Manager Info

Name Tenure
Paul Brigandi 7.13 yrs
Tony Ng 0.67 yrs

TMF Risk Info

Beta -1.881
Max Drawdown (All) 53.51%
Historical Sharpe (10Y) --
Historical Sortino (All) 1.227
30-Day Rolling Volatility 48.00%
Daily Value at Risk (VaR) 1% (All) 7.31%
Monthly Value at Risk (VaR) 1% (All) 21.92%

TMF Fundamentals

General
Dividend Yield TTM (7-28-16) 0%
Forecasted Dividend Yield --
Number of Holdings 13
Stock
Weighted Average PE Ratio --
Weighted Average Price to Sales Ratio --
Weighted Average Price to Book Ratio --
Weighted Median ROE --
Weighted Median ROA --
Forecasted PE Ratio --
Forecasted PS Ratio --
Forecasted Price to Book Value --
Number of Stock Holdings 1
Bond
Current Yield 2.59%
Yield to Maturity 2.57%
Effective Duration 17.66
Average Coupon 3.33%
Average Credit Score 1.00 (AAA)
Average Price 122.63
Number of Bond Holdings 0
As of June 30, 2016

TMF Performance

  Returns Total Returns
1M 2.97% 2.97%
3M 31.09% 31.09%
6M 38.99% 38.99%
1Y 53.62% 53.62%
3Y 132.7% 133.1%
5Y 216.6% 221.0%
As of July 28, 2016

TMF Comparables

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TMF Attributes

Key Dates
Inception Date 4/16/2009
Last Annual Report Date 10/31/2015
Last Prospectus Date 6/15/2016
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund Yes
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No

TMF Excel Add-In Codes

  • Name: =YCI("TMF","name")
  • Broad Asset Class: =YCI("TMF", "broad_asset_class")
  • Broad Category: =YCI("TMF", "broad_category_group")
  • Prospectus Objective: =YCI("TMF", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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