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

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28.39 +0.66  +2.38% NYSE Arca Sep 27, 16:59 Delayed 2m USD
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TMF Price Chart

TMF Key Stats

Expense Ratio 1.00%
Share Class Assets Under Management 72.22M
30-Day Average Daily Volume Upgrade
Net Asset Value 27.78
Discount or Premium to NAV -0.18%
Turnover Ratio 56.00

TMF Asset Allocation

Type % Net % Long % Short
Cash -216.7% 51.72% 268.4%
Stock 20.27% 20.27% 0.00
Bond 90.85% 90.85% 0.00
Convertible 0.00 0.00 0.00
Preferred 0.00 0.00 0.00
Other 205.6% 205.6% 0.00
As of Aug. 31, 2016

TMF Net Fund Flows

1M -4.632M
3M -18.04M
6M -22.19M
YTD -22.79M
1Y -17.93M
3Y 10.83M
5Y 6.805M
10Y --
As of Aug. 31, 2016

TMF Net Share Class Flows

1M -4.632M
3M -18.04M
6M -22.19M
YTD -22.79M
1Y -17.93M
3Y 10.83M
5Y 6.805M
10Y --
As of Aug. 31, 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 Aug. 31, 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 Aug. 31, 2016

TMF Stock Market Capitalization

Giant --
Large --
Medium --
Small --
Micro --
As of Aug. 31, 2016

TMF Stock Style Exposure

Large Cap Value --
Large Cap Blend --
Large Cap Growth --
Mid Cap Value --
Mid Cap Blend --
Mid Cap Growth --
Small Cap Value --
Small Cap Blend --
Small Cap Growth --
As of Aug. 31, 2016

TMF Bond Exposure

Government 58.45%
Corporate 0.45%
Securitized 0.00
Municipal 0.00
Cash 41.10%
Derivative 0.00
As of Aug. 31, 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 July 31, 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 0.24%
20 to 30 Years 72.64%
Over 30 Years 27.13%
As of Aug. 31, 2016
View More Holdings

TMF Top 10 Holdings

Symbol Name % Weight Price % Chg
-- 20+ Yr Treas Bd Idx Swap 86.78% -- --
-- 20+ Yr Treas Bd Idx Swap 59.07% -- --
TLT iShares 20+ Year Treasury Bond 48.83% 138.64 +0.69%
-- 20+ Yr Treas Bd Idx Swap 43.11% -- --
-- 20+ Yr Treas Bd Idx Swap 24.16% -- --
-- 20+ Yr Treas Bd Idx Swap 20.27% -- --
-- 20+ Yr Treas Bd Idx Swap 16.63% -- --
-- Fidelity Institutional Go 8.85% -- --
-- Goldman Finl Sq Trsry Ins 5.01% -- --
-- Goldman Finl Sq Trsry Ins 4.23% -- --
As of Aug. 31, 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 7.38 yrs
Tony Ng 0.92 yrs

TMF Risk Info

Beta -1.691
Max Drawdown (All) 53.51%
Historical Sharpe (10Y) --
Historical Sortino (All) 1.220
30-Day Rolling Volatility 33.86%
Daily Value at Risk (VaR) 1% (All) 7.30%
Monthly Value at Risk (VaR) 1% (All) 21.81%

TMF Fundamentals

General
Dividend Yield TTM (9-27-16) 0
Forecasted Dividend Yield --
Number of Holdings 15
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 2.52%
Yield to Maturity 2.10%
Effective Duration 18.19
Average Coupon 2.48%
Average Credit Score 1.00 (AAA)
Average Price 116.71
Number of Bond Holdings 4
As of Aug. 31, 2016

TMF Performance

  Returns Total Returns
1M -1.35% -1.35%
3M 4.21% 4.21%
6M 20.20% 20.20%
1Y 46.10% 46.10%
3Y 128.9% 128.9%
5Y 60.59% 62.82%
As of Sept. 26, 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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