Direxion Shares ETF Trust - Direxion Daily AAPL Bear 1X Shares

10-Year Study

AAPD.US · · US · ETF

Executive Summary: Direxion Shares ETF Trust - Direxion Daily AAPL Bear 1X Shares has compounded at -13.9% annually over the last 10 years, with a maximum drawdown of 53.0% and an annualized volatility of 39.9%.

1Y CAGR
-25.2%
3Y CAGR
-12.6%
5Y CAGR
-13.9%
10Y CAGR
-13.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
53.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.24
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +2.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -30.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
25%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.1-2.33.7-3.7————————2.6%
20256.1-2.58.8-0.15.5-1.8-0.7-10.9-9.0-5.8-2.73.0-11.4%
20244.62.55.61.1-11.6-8.8-5.0-2.8-1.63.6-4.7-5.0-21.4%
2023-9.9-2.4-10.4-2.6-4.3-8.0-0.84.69.90.8-9.8-0.8-30.4%
2022————————13.1-11.22.013.616.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 39.9%. The dominant macroeconomic risk driver is QQQ.US, accounting for 43.3% of variance. Idiosyncratic stock-specific factors contribute 10.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-08-0110000
2022-09-0111311.158050513872
2022-10-0110049.257693019174
2022-11-0110248.69757497279
2022-12-0111647.05679906733
2023-01-0110491.243315795586
2023-02-0110244.653711965102
2023-03-019183.268731904787
2023-04-018946.487646858906
2023-05-018558.362837759354
2023-06-017873.100137233224
2023-07-017813.302588502522
2023-08-018174.540010582875
2023-09-018979.784986943485
2023-10-019055.026650778012
2023-11-018167.742879144422
2023-12-018103.643348490649
2024-01-018472.925476767146
2024-02-018681.614619855367
2024-03-019170.663924870187
2024-04-019271.803519881609
2024-05-018195.74878146362
2024-06-017471.682203991378
2024-07-017095.215765903351
2024-08-016898.830291115117
2024-09-016785.473067442171
2024-10-017033.138166753423
2024-11-016702.96105415765
2024-12-016366.029829942654
2025-01-016753.982559765283
2025-02-016587.108680969322
2025-03-017165.811289260962
2025-04-017161.638366795583
2025-05-017552.258325410516
2025-06-017417.434211941441
2025-07-017362.454882964582
2025-08-016563.232681296273
2025-09-015973.64605873926
2025-10-015628.02483103966
2025-11-015474.40105656676
2025-12-015639.898301147338
2026-01-015928.13108999316
2026-02-015791.7582630317775
2026-03-016005.566764608456
2026-04-015784.6169730394795
Annual Return Matrix
YearAnnual Return
2023-0.3042325208597273
2024-0.21442374051069701
2025-0.11406348198055138
20260.02565980167810844
Total Factor Risk
0.3992299361577908
VTI.US Exposure
-0.13407001602958188
VEA.US Exposure
-0.05758270804342655
VWO.US Exposure
0.022202452521651466
QQQ.US Exposure
0.43322631137446727
VTV.US Exposure
0.10195045667817515
IJR.US Exposure
0.045889595121422995
QUAL.US Exposure
0.0010762177463993687
SHV.US Exposure
0.3229476153715515
TLT.US Exposure
0.004973790730769281
LQD.US Exposure
-0.014285823864369855
HYG.US Exposure
0.08543925504372851
GLD.US Exposure
0.0008179505184184252
USO.US Exposure
0.012623532705095992
VNQ.US Exposure
0.02732902195406864
BTC-USD.CC Exposure
-0.006984450865115814
CPER.US Exposure
0.00035872837970321814
VIX.INDX Exposure
0.0005731995850330419
UUP.US Exposure
0.043543783323926444
TIP.US Exposure
0.010295249892473716
Idiosyncratic Exposure
0.09967583785560903
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$36
Avg Yield on Cost
0.36%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$36.140.36%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-5.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
26.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
-0.83
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Direxion Shares ETF Trust - Direxion Daily AAPL Bear 1X Shares a high-risk investment?

Direxion Shares ETF Trust - Direxion Daily AAPL Bear 1X Shares (AAPD.US) has an annualized volatility of 39.9% and experienced a maximum drawdown of 53.0% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of AAPD.US?

Over the past 10 years, AAPD.US has generated a Compound Annual Growth Rate (CAGR) of -13.9%. It has had a positive return in 25% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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