Direxion Daily AVGO Bear 1X Shares

10-Year Study

AVS.US · · US · ETF

Executive Summary: Direxion Daily AVGO Bear 1X Shares has compounded at -54.8% annually over the last 10 years, with a maximum drawdown of 70.4% and an annualized volatility of 232.1%.

1Y CAGR
-49.1%
3Y CAGR
-54.8%
5Y CAGR
-54.8%
10Y CAGR
-54.8%

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 →
70.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-1.13
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.63
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
47.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-16.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -46.0%
% 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.
20263.92.91.4-23.0————————-16.5%
20251.49.816.3-18.4-20.6-13.0-6.2-1.2-11.7-12.1-9.814.2-46.0%
2024——————————2.7-34.3-32.5%

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 232.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 30.5% of variance. Idiosyncratic stock-specific factors contribute 0.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-10-0110000
2024-11-0110274.940750519158
2024-12-016749.808934898909
2025-01-016847.19423793974
2025-02-017517.697646232352
2025-03-018744.335595235338
2025-04-017135.220052957841
2025-05-015662.088824042551
2025-06-014924.693330862997
2025-07-014617.599604746134
2025-08-014564.178574461351
2025-09-014030.4700587476937
2025-10-013541.18900391394
2025-11-013194.685688258953
2025-12-013647.6064753699716
2026-01-013790.4228135590606
2026-02-013900.044002871766
2026-03-013956.3985579409746
2026-04-013045.461914356516
Annual Return Matrix
YearAnnual Return
2025-0.4595985589294904
2026-0.16507936507936505
Total Factor Risk
2.321235391107504
VTI.US Exposure
0.3049851432001297
VEA.US Exposure
0.14474488154302242
VWO.US Exposure
0.024284432088962513
QQQ.US Exposure
-0.03947836797313311
VTV.US Exposure
0.12215015448990581
IJR.US Exposure
0.12776976480934393
QUAL.US Exposure
-0.01616765632398313
SHV.US Exposure
0.07271081449794922
TLT.US Exposure
0.06271881506205941
LQD.US Exposure
-0.010435425018607287
HYG.US Exposure
0.07895488314028169
GLD.US Exposure
-0.0040349714246479046
USO.US Exposure
-0.0003907527531390906
VNQ.US Exposure
-0.004042977912271857
BTC-USD.CC Exposure
-0.00038951555030098366
CPER.US Exposure
0.0075039769573913605
VIX.INDX Exposure
-0.0020074467548066082
UUP.US Exposure
0.0001841956040288765
TIP.US Exposure
0.1270645528730661
Idiosyncratic Exposure
0.003875499444748833
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
47.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
232.1%

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 →3.94%
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$22.770.23%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 →
-18.7%
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 →
-22.6%
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 →
63.3% 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 AVGO Bear 1X Shares a high-risk investment?

Direxion Daily AVGO Bear 1X Shares (AVS.US) has an annualized volatility of 232.1% and experienced a maximum drawdown of 70.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AVS.US has generated a Compound Annual Growth Rate (CAGR) of -54.8%. 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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