Direxion Daily AMZN Bear 1X Shares

10-Year Study

AMZD.US · · US · ETF

Executive Summary: Direxion Daily AMZN Bear 1X Shares has compounded at -23.2% annually over the last 10 years, with a maximum drawdown of 69.7% and an annualized volatility of 34.0%.

1Y CAGR
-22.2%
3Y CAGR
-24.1%
5Y CAGR
-23.2%
10Y CAGR
-23.2%

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 →
69.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.90
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 →
27.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-9.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -46.5%
% 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.
2026-3.513.20.1-17.0————————-9.2%
2025-7.511.711.10.2-10.4-6.6-5.81.54.1-11.14.41.4-9.8%
2024-1.7-12.5-1.82.80.0-8.73.64.0-4.20.2-10.9-5.3-30.8%
2023-19.18.1-8.9-2.6-12.8-7.4-2.3-3.68.5-5.2-8.7-3.5-46.5%
2022—————————8.33.614.228.2%

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 34.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 63.3% of variance. Idiosyncratic stock-specific factors contribute 13.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-09-0110000
2022-10-0110834.842879619
2022-11-0111223.582940000852
2022-12-0112815.240039120637
2023-01-0110368.031636688353
2023-02-0111212.782242632988
2023-03-0110214.313050133946
2023-04-019948.632903856784
2023-05-018672.024492920014
2023-06-018031.636688353107
2023-07-017846.834205043159
2023-08-017562.7418463239355
2023-09-018201.853977973382
2023-10-017779.266062848153
2023-11-017102.0963558277
2023-12-016856.444274354722
2024-01-016738.274439766977
2024-02-015895.522388059702
2024-03-015787.855593825744
2024-04-015949.143173023771
2024-05-015949.143173023771
2024-06-015434.111493812987
2024-07-015631.670706297572
2024-08-015857.422290258112
2024-09-015614.27903218948
2024-10-015626.482969766552
2024-11-015011.268444104266
2024-12-014744.4827146319685
2025-01-014386.486371560999
2025-02-014900.837691882468
2025-03-015444.274354722116
2025-04-015452.608751116215
2025-05-014888.251052430157
2025-06-014566.483820215164
2025-07-014303.482587064676
2025-08-014369.052175022324
2025-09-014549.432325551729
2025-10-014042.9901773185356
2025-11-014220.223667984862
2025-12-014277.756516562487
2026-01-014128.928009525025
2026-02-014674.9160181996
2026-03-014677.467364034528
2026-04-013882.2979121486587
Annual Return Matrix
YearAnnual Return
2023-0.46497730409853466
2024-0.3080257747623153
2025-0.09837240983724094
2026-0.09244532803180916
Total Factor Risk
0.340388396062218
VTI.US Exposure
0.6331078886884473
VEA.US Exposure
0.0919447639514748
VWO.US Exposure
-0.017535022849399118
QQQ.US Exposure
0.02188861281095037
VTV.US Exposure
0.008857801288345893
IJR.US Exposure
-0.030092213595164473
QUAL.US Exposure
-0.039413659668555416
SHV.US Exposure
0.08580565800403243
TLT.US Exposure
0.008033771946733622
LQD.US Exposure
-0.020670659274992457
HYG.US Exposure
0.02014591524006537
GLD.US Exposure
-0.00009523448609115752
USO.US Exposure
-0.0039521229998918115
VNQ.US Exposure
0.048669558456906466
BTC-USD.CC Exposure
0.01614228194102185
CPER.US Exposure
0.028159715980485868
VIX.INDX Exposure
0.008693488253899593
UUP.US Exposure
0.01100464932505527
TIP.US Exposure
-0.0009363205910063431
Idiosyncratic Exposure
0.13024112757768208
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
34.0%

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
$23
Avg Yield on Cost
0.23%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$22.960.23%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 →
-13.9%
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 →
-10.0%
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 →
28.8% 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 →
-1.26
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Direxion Daily AMZN Bear 1X Shares (AMZD.US) has an annualized volatility of 34.0% and experienced a maximum drawdown of 69.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AMZD.US has generated a Compound Annual Growth Rate (CAGR) of -23.2%. 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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