Direxion Daily AMD Bear 1X Shares

10-Year Study

AMDD.US · · US · ETF

Executive Summary: Direxion Daily AMD Bear 1X Shares has compounded at -70.5% annually over the last 10 years, with a maximum drawdown of 75.8% and an annualized volatility of 3337.1%.

1Y CAGR
-73.1%
3Y CAGR
-70.5%
5Y CAGR
-70.5%
10Y CAGR
-70.5%

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 →
75.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-1.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
55.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-31.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -31.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-11.212.7-4.9-27.7————————-31.1%
2025——-3.9-3.9-12.5-23.2-20.47.10.3-42.714.31.1-64.8%

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 3337.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 79.9% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-02-0110000
2025-03-019607.672383828492
2025-04-019228.986720586641
2025-05-018079.923156561032
2025-06-016201.482300967645
2025-07-014938.536461389535
2025-08-015291.1342256042635
2025-09-015307.87832125491
2025-10-013043.5757614265367
2025-11-013477.3151141625895
2025-12-013517.007590905863
2026-01-013124.5678490938376
2026-02-013519.9976079863354
2026-03-013348.8191301292813
2026-04-012422.3623377448544
Annual Return Matrix
YearAnnual Return
2026-0.3112433581296493
Total Factor Risk
33.37149398158686
VTI.US Exposure
0.00022858560891393567
VEA.US Exposure
0.03282139113835068
VWO.US Exposure
0.0012584253657942127
QQQ.US Exposure
0.0001040551010461007
VTV.US Exposure
0.052281177683328905
IJR.US Exposure
0.009512233959457397
QUAL.US Exposure
0.014796335982354195
SHV.US Exposure
0.7986567827089978
TLT.US Exposure
0.010739375134578781
LQD.US Exposure
0.01452222447232839
HYG.US Exposure
0.0002445925141031152
GLD.US Exposure
-0.000754626706583071
USO.US Exposure
-0.00031684910030807295
VNQ.US Exposure
0.04787892969907386
BTC-USD.CC Exposure
0.00006694645308249418
CPER.US Exposure
0.0008907843215648363
VIX.INDX Exposure
0.004340173694447075
UUP.US Exposure
0.007138249807293813
TIP.US Exposure
0.005591212153196171
Idiosyncratic Exposure
8.979428582517723e-12
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
3337.1%

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
$43
Avg Yield on Cost
0.43%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$42.610.43%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 →
-27.3%
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 →
-39.9%
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 →
77.0% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Direxion Daily AMD Bear 1X Shares a high-risk investment?

Direxion Daily AMD Bear 1X Shares (AMDD.US) has an annualized volatility of 3337.1% and experienced a maximum drawdown of 75.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMDD.US has generated a Compound Annual Growth Rate (CAGR) of -70.5%. It has had a positive return in 0% 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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