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

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19.55 +0.11  +0.57% NYSE Arca Apr 28, 20:00 Delayed 2m USD
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TMF Key Stats

Net Asset Value 19.54
Discount or Premium to NAV 0.05%
Turnover Ratio 206.00

TMF Performance

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 4.60% -- --
3M 7.65% -- --
6M -17.34% -- --
1Y -20.68% -- --
3Y 11.60% -- --
5Y 5.97% -- --
As of April 28, 2017
Returns for periods of 1 year and above are annualized.

TMF Asset Allocation

Type % Net % Long % Short
Cash 16.53% 19.73% 3.21%
Stock 0.00 0.00 0.00
Bond 83.49% 85.84% 2.34%
Convertible 0.00 0.00 0.00
Preferred 0.00 0.00 0.00
Other -0.02% 0.00 0.02%
As of March 31, 2017

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 March 31, 2017
Region breakdown data is calculated by using the long position holdings of the portfolio.

TMF Bond Exposure

Government 72.94%
Corporate 0.35%
Securitized 0.00
Municipal 0.00
Cash 24.66%
Derivative 2.05%
As of March 31, 2017

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 Jan. 31, 2017

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 0.22%
20 to 30 Years 68.11%
Over 30 Years 31.67%
As of March 31, 2017
View More Holdings

TMF Top 10 Holdings

Symbol Name % Weight Price % Chg
TLT iShares 20+ Year Treasury Bond 57.85% 122.35 +0.22%
-- Goldman Finl Sq Trsry Ins 9.24% -- --
-- Goldman Finl Sq Trsry Ins 9.17% -- --
-- Fidelity Institutional Go 8.23% -- --
-- 20+ Yr Treas Bd Idx Swap 2.34% -- --
-- 20+ Yr Treas Bd Idx Swap 1.02% -- --
-- 20+ Yr Treas Bd Idx Swap 0.34% -- --
-- 20+ Yr Treas Bd Idx Swap 0.26% -- --
-- Fidelity Institutional Go 0.03% -- --
-- 20+ Yr Treas Bd Idx Swap 0.02% -- --
As of March 31, 2017
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TMF One Page Reports

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 7.96 yrs
Tony Ng 1.50 yrs

TMF Net Fund Flows

1M -10.94M
3M 5.989M
6M 30.86M
YTD 5.989M
1Y 20.93M
3Y 37.31M
5Y 42.18M
10Y --
As of March 31, 2017

TMF Risk Info

Beta (5Y) -1.012
Max Drawdown (All) 53.51%
Historical Sharpe (10Y) --
Historical Sortino (All) 0.7914
30-Day Rolling Volatility 28.28%
Daily Value at Risk (VaR) 1% (All) 7.29%
Monthly Value at Risk (VaR) 1% (All) 24.36%

TMF Fundamentals

Dividend Yield TTM (4-28-17) 0.00
SEC Yield --
Current Yield 3.00%
Yield to Maturity 3.02%
Effective Duration 17.29
Average Coupon 2.41%
Average Credit Score 1.00 (AAA)
Average Price 103.64
Number of Holdings 14
As of March 31, 2017

TMF Comparables

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TMF Attributes

Key Dates
Inception Date 4/16/2009
Last Annual Report Date 10/31/2016
Last Prospectus Date 2/28/2017
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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