Direxion Daily AMD Bull 2X Shares

10-Year Study

AMUU.US · · US · ETF

Executive Summary: Direxion Daily AMD Bull 2X Shares has compounded at 20.8% annually over the last 10 years, with a maximum drawdown of 88.9% and an annualized volatility of 139.0%.

1Y CAGR
+376.1%
3Y CAGR
+22.6%
5Y CAGR
+17.4%
10Y CAGR
+20.8%

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 →
88.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.87
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
93.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +98.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -51.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202618.9-33.8-1.084.1————————43.4%
2025-7.9-83.02.8-18.326.460.351.2-17.5-2.9130.3-31.2-5.1-51.5%
20248.914.020.410.19.90.0-17.32.02.05.92.7-10.052.4%
20232.12.3-2.69.14.319.9-2.47.122.3-2.512.71.698.1%
20220.4-10.71.1-5.74.1-5.9-3.9-12.7-11.112.813.5-9.5-27.7%
2021——9.011.6-1.02.0-3.41.76.56.027.30.774.6%

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 139.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 44.0% of variance. Idiosyncratic stock-specific factors contribute 26.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-02-0110000
2021-03-0110902.973343219597
2021-04-0112163.681842569998
2021-05-0112036.381929108074
2021-06-0112281.144868424704
2021-07-0111862.957999890386
2021-08-0112067.131702297422
2021-09-0112856.76573259599
2021-10-0113625.488165368939
2021-11-0117339.29385779302
2021-12-0117460.072341118066
2022-01-0117528.20022632441
2022-02-0115648.410547920565
2022-03-0115815.641501412772
2022-04-0114909.5813307543
2022-05-0115517.69213246708
2022-06-0114596.170131399153
2022-07-0114034.180769329108
2022-08-0112249.268045784485
2022-09-0110883.872753154466
2022-10-0112280.700488926932
2022-11-0113937.585547078497
2022-12-0112617.026213688961
2023-01-0112876.315854384955
2023-02-0113177.182671337761
2023-03-0112841.101677313636
2023-04-0114009.138374558977
2023-05-0114616.64507776609
2023-06-0117518.295071721885
2023-07-0117100.44309788154
2023-08-0118308.908024972065
2023-09-0122384.43090024395
2023-10-0121828.0033662069
2023-11-0124608.87358878113
2023-12-0124991.091479126175
2024-01-0127207.251964270086
2024-02-0131026.49925109174
2024-03-0137368.95393517044
2024-04-0141130.27216827376
2024-05-0145208.05300661694
2024-06-0145221.232400881316
2024-07-0137388.32888127332
2024-08-0138125.38315656153
2024-09-0138895.494114257956
2024-10-0141202.931436300874
2024-11-0142320.73779361973
2024-12-0138074.50234809483
2025-01-0135051.07305090161
2025-02-015961.929530814466
2025-03-016126.5369707963455
2025-04-015005.383034968995
2025-05-016327.00350847274
2025-06-0110140.088427913499
2025-07-0115328.683764285915
2025-08-0112642.86435946978
2025-09-0112274.819006484657
2025-10-0128268.922015841938
2025-11-0119462.81228154159
2025-12-0118463.045780941902
2026-01-0121951.035227122044
2026-02-0114525.973472862486
2026-03-0114381.118925678431
2026-04-0126472.25291195767
Annual Return Matrix
YearAnnual Return
2022-0.2773783540417438
20230.980743406240359
20240.5235229873771852
2025-0.5150811004134961
20260.4337966349670812
Total Factor Risk
1.3896032521592805
VTI.US Exposure
0.4402637093145585
VEA.US Exposure
0.005588983828295406
VWO.US Exposure
0.0007017951966689174
QQQ.US Exposure
-0.03798446386524393
VTV.US Exposure
-0.014445475871217124
IJR.US Exposure
-0.009740368154735174
QUAL.US Exposure
-0.021036398560614546
SHV.US Exposure
0.31574470972066454
TLT.US Exposure
0.003374077628510448
LQD.US Exposure
0.023803157401748282
HYG.US Exposure
0.004880639843483755
GLD.US Exposure
-0.00037442481313726866
USO.US Exposure
0.005686688723723628
VNQ.US Exposure
-0.006169862155567251
BTC-USD.CC Exposure
0.004530159453348039
CPER.US Exposure
0.00034495029968389533
VIX.INDX Exposure
-0.006082661664238535
UUP.US Exposure
0.025061518056197104
TIP.US Exposure
0.0018727178067568775
Idiosyncratic Exposure
0.26398054781111446
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
139.0%

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
$76
Avg Yield on Cost
0.76%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$75.970.76%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 →
+61.4%
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 →
+51.7%
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 →
33.3% 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 Bull 2X Shares a high-risk investment?

Direxion Daily AMD Bull 2X Shares (AMUU.US) has an annualized volatility of 139.0% and experienced a maximum drawdown of 88.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AMUU.US has generated a Compound Annual Growth Rate (CAGR) of 20.8%. It has had a positive return in 60% 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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