TYBS Performance — Direxion Daily 20+ Year Treasury Bear 1X Shares
Data updated: 2020-09-25
TYBS returned −26.12% over one year to Jul 2020. Over one year the fund beat its Trading - Inverse category average: $100 grew to $74, against $59 for the category. Volatility over the past 12 months was 16.08% a year. In the 12 months to Jul 2020 the fund took in a net $3.2M, and assets reached $1.34M.
TYBS Growth of $100
What $100 invested in Direxion Daily 20+ Year Treasury Bear 1X Shares grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Trading - Inverse category average over the same months.
| Period | TYBS | Category average |
|---|---|---|
| 1 year (Aug 2019 – Jul 2020) | $74 | $59 |
TYBS Trailing Returns
Total returns to Jul 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −26.12% |
TYBS Annual Returns
Calendar-year total returns of Direxion Daily 20+ Year Treasury Bear 1X Shares, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Jul) | −24.12% |
| 2019 (Aug–Dec) | −2.65% |
TYBS Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | −7.0% | −6.2% | −8.7% | −1.4% | +1.6% | −0.6% | −4.3% | — | — | — | — | — |
| 2019 | — | — | — | — | — | — | — | −9.9% | +2.8% | +1.2% | +0.5% | +3.3% |
TYBS Risk
Risk measures from monthly returns over Aug 2019 – Jul 2020.
- 1-year volatility (annualised): 16.08%
- Best month: +3.27% (Dec 2019)
- Worst month: −9.92% (Aug 2019)
TYBS Fund Flows
Monthly money in and out of Direxion Daily 20+ Year Treasury Bear 1X Shares, from SEC Form N-PORT.
- 12-month net flow: $3.2M
- 12-month gross sales (incl. reinvestments): $726K
- Sales ÷ redemptions: -0.29×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2020 | $0 | $0 | $0 |
| Jun 2020 | $0 | $0 | $0 |
| May 2020 | $0 | $0 | $0 |
| Apr 2020 | $0 | $0 | $0 |
| Mar 2020 | $726K | −$736K | $1.5M |
| Feb 2020 | $0 | $0 | $0 |
| Jan 2020 | $0 | $0 | $0 |
| Dec 2019 | $0 | −$884K | $884K |
| Nov 2019 | $0 | $0 | $0 |
| Oct 2019 | $0 | $0 | $0 |
| Sep 2019 | $0 | −$861K | $861K |
| Aug 2019 | $0 | $0 | $0 |
TYBS Assets Under Management
Net assets of Direxion Daily 20+ Year Treasury Bear 1X Shares by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-07-31 | $1.34M |
| 2020-04-30 | $1.39M |
| 2020-01-31 | $1.66M |
| 2019-10-31 | $2.58M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.