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

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19.33 +0.62  +3.29% NYSE Arca Feb 24, 20:00 Delayed 2m USD
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TMF Price Chart

TMF Key Stats

Expense Ratio 0.95%
Share Class Assets Under Management 93.77M
30-Day Average Daily Volume Upgrade
Net Asset Value 19.33
Discount or Premium to NAV -0.02%
Turnover Ratio 206.00

TMF Performance

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 4.35% -- --
3M 3.85% -- --
6M -33.42% -- --
1Y -15.97% -- --
3Y 12.13% -- --
5Y 0.96% -- --
As of Feb. 24, 2017
Returns for periods of 1 year and above are annualized.

TMF Asset Allocation

Type % Net % Long % Short
Cash 48.32% 51.73% 3.42%
Stock 0.00 0.00 0.00
Bond 52.32% 60.69% 8.37%
Convertible 0.00 0.00 0.00
Preferred 0.00 0.00 0.00
Other -0.64% 0.00 0.64%
As of Jan. 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 Jan. 31, 2017
Region breakdown data is calculated by using the long position holdings of the portfolio.

TMF Bond Exposure

Government 93.00%
Corporate 0.06%
Securitized 0.00
Municipal 0.00
Cash 6.94%
Derivative 0.00
As of Oct. 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 0.02%
20 to 30 Years 5.02%
Over 30 Years 94.96%
As of Jan. 31, 2017
View More Holdings

TMF Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Goldman Finl Sq Trsry Ins 24.73% -- --
-- Goldman Finl Sq Trsry Ins 13.77% -- --
-- Fidelity Institutional Go 12.04% -- --
-- 20+ Yr Treas Bd Idx Swap 8.06% -- --
-- Fidelity Institutional Go 6.49% -- --
TLT iShares 20+ Year Treasury Bond 3.06% 122.01 +1.11%
-- 20+ Yr Treas Bd Idx Swap 0.64% -- --
-- 20+ Yr Treas Bd Idx Swap 0.46% -- --
-- 20+ Yr Treas Bd Idx Swap 0.31% -- --
-- 20+ Yr Treas Bd Idx Swap 0.13% -- --
As of Jan. 31, 2017
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TMF One Page Reports

TMF Basic Info

Style
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 7.63 yrs
Tony Ng 1.17 yrs

TMF Net Fund Flows

1M 1.44M
3M 21.58M
6M 20.78M
YTD 1.44M
1Y 6.584M
3Y 40.60M
5Y 42.70M
10Y --
As of Jan. 31, 2017

TMF Risk Info

Beta (5Y) -1.059
Max Drawdown (All) 53.51%
Historical Sharpe (10Y) --
Historical Sortino (All) 0.7934
30-Day Rolling Volatility 33.87%
Daily Value at Risk (VaR) 1% (All) 7.30%
Monthly Value at Risk (VaR) 1% (All) 24.47%

TMF Fundamentals

Dividend Yield TTM (2-24-17) 0.00
SEC Yield --
Current Yield 3.05%
Yield to Maturity --
Effective Duration --
Average Coupon 0.54%
Average Credit Score --
Average Price 100.29
Number of Holdings 14
As of Jan. 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 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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