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

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20.68 +0.09  +0.44% NYSE Arca Oct 23, 16:59 Delayed 2m USD
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TMF Key Stats

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TMF Performance

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -4.32% -4.37% -- --
3M -2.19% -2.37% -- --
6M 2.22% 2.12% -- --
1Y -18.06% -18.15% -- --
3Y 2.56% 2.51% -- --
5Y 2.81% 2.76% -- --
10Y -- -- -- --
As of Oct. 20, 2017. Returns for periods of 1 year and above are annualized.

TMF Asset Allocation

Type % Net % Long % Short
Cash 40.76% 43.39% 2.62%
Stock 0.00 0.00 0.00
Bond 59.24% 62.39% 3.15%
Convertible 0.00 0.00 0.00
Preferred 0.00 0.00 0.00
Other 0.00 0.00 0.00
As of Sept. 30, 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 Sept. 30, 2017. Region breakdown data is calculated by using the long position holdings of the portfolio.

TMF Bond Exposure

Government 57.60%
Corporate 0.48%
Securitized 0.00
Municipal 0.00
Cash 40.54%
Derivative 1.38%
As of Sept. 30, 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 Aug. 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 0.62%
20 to 30 Years 97.04%
Over 30 Years 2.34%
As of Sept. 30, 2017
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TMF Top 4 Holdings

Symbol Name % Weight Price % Chg
TLT iShares 20+ Year Treasury Bond 61.37% 124.23 +0.20%
-- 20+ Yr Treas Bd Idx Swap 1.86% -- --
-- 20+ Yr Treas Bd Idx Swap 1.46% -- --
-- 20+ Yr Treas Bd Idx Swap 1.29% -- --
As of Sept. 30, 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 8.46 yrs
Tony Ng 2.00 yrs

TMF Net Fund Flows

1M 23.91M
3M 23.28M
6M 24.33M
YTD 30.32M
1Y 55.19M
3Y 58.17M
5Y 77.59M
10Y --
As of Sept. 30, 2017

TMF Risk Info

Beta (5Y) -0.5573
Max Drawdown (All) 53.51%
Historical Sharpe (10Y) --
Historical Sortino (All) 0.8215
30-Day Rolling Volatility 23.97%
Daily Value at Risk (VaR) 1% (All) 6.94%
Monthly Value at Risk (VaR) 1% (All) 24.29%

TMF Fundamentals

Dividend Yield TTM (10-23-17) 0.09%
SEC Yield --
Current Yield 2.81%
Yield to Maturity 2.66%
Effective Duration 17.68
Average Coupon 3.19%
Average Credit Score 1.00 (AAA)
Average Price 107.03
Number of Holdings 10
As of Sept. 30, 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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