Direxion Daily CSI 300 China A Share Bull 2X Shares

10-Year Study

CHAU.US · · US · ETF

Executive Summary: Direxion Daily CSI 300 China A Share Bull 2X Shares has compounded at 3.7% annually over the last 10 years, with a maximum drawdown of 73.0% and an annualized volatility of 50.7%.

1Y CAGR
+75.3%
3Y CAGR
+11.3%
5Y CAGR
-11.9%
10Y CAGR
+3.7%

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 →
73.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
42.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +74.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -51.0%
% 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.
20262.93.5-9.611.4————————7.3%
2025-4.13.5-0.6-6.93.28.55.925.45.7-0.3-3.36.247.7%
2024-14.816.6-0.03.9-2.7-7.22.5-4.145.0-13.3-2.6-5.06.6%
202323.9-12.40.6-2.5-16.6-0.213.8-15.6-3.7-8.7-1.1-3.0-28.3%
2022-13.41.2-19.5-18.55.922.5-15.5-8.6-17.5-20.535.1-0.5-49.2%
20216.4-0.2-12.45.613.7-7.2-14.10.91.03.4-1.75.2-2.8%
2020-21.315.7-21.17.71.519.227.49.8-5.48.214.511.972.0%
201921.527.57.80.9-19.815.1-2.4-6.8-0.65.9-2.517.070.0%
201819.7-15.5-1.0-9.1-1.3-19.8-1.2-13.45.1-16.70.8-10.0-51.0%
201712.71.9-0.4-2.77.411.97.08.6-1.59.8-0.74.774.9%
2016———-5.52.1-3.44.77.2-4.40.310.0-16.7-8.0%

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 50.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 40.0% of variance. Idiosyncratic stock-specific factors contribute 14.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019452.864115078346
2016-05-019647.902829253973
2016-06-019322.89946546304
2016-07-019761.66012256431
2016-08-0110465.915623891477
2016-09-0110005.443225325065
2016-10-0110037.919097770115
2016-11-0111040.084155933117
2016-12-019198.255721502575
2017-01-0110368.365686886107
2017-02-0110568.786466551684
2017-03-0110525.485303291623
2017-04-0110243.783102760754
2017-05-0111002.165058163002
2017-06-0112313.12612381197
2017-07-0113174.44008170954
2017-08-0114312.074174648023
2017-09-0114095.384878842367
2017-10-0115476.740914706492
2017-11-0115368.365686886107
2017-12-0116088.889704353358
2018-01-0119252.44333541277
2018-02-0116262.21667706384
2018-03-0116094.27176984331
2018-04-0114631.634313113893
2018-05-0114436.656758773379
2018-06-0111577.31214756645
2018-07-0111441.904272626081
2018-08-019914.13159150123
2018-09-0110423.654177828337
2018-10-018679.131041062714
2018-11-018749.770650618326
2018-12-017878.854598608003
2019-01-019575.734223820533
2019-02-0112211.172678678458
2019-03-0113161.413036830454
2019-04-0113276.21316057639
2019-05-0110652.670316045358
2019-06-0112265.004354965497
2019-07-0111975.195990170681
2019-08-0111160.446216826404
2019-09-0111093.860611429087
2019-10-0111748.36981565279
2019-11-0111452.605142148117
2019-12-0113394.323286029665
2020-01-0110545.284112638643
2020-02-0112203.107038777916
2020-03-019633.519765487988
2020-04-0110375.829112946352
2020-05-0110535.28927264137
2020-06-0112552.829616586245
2020-07-0115996.327297027829
2020-08-0117558.561150583493
2020-09-0116612.42029317612
2020-10-0117976.62029723871
2020-11-0120583.997351307302
2020-12-0123031.853586054374
2021-01-0124517.071878048435
2021-02-0124473.065652084726
2021-03-0121436.629061401272
2021-04-0122641.30124695467
2021-05-0125749.255537282465
2021-06-0123906.481409942524
2021-07-0120528.990735383944
2021-08-0120721.519723772082
2021-09-0120919.545407546204
2021-10-0121629.153383664296
2021-11-0121266.100852932435
2021-12-0122377.32221773637
2022-01-0119379.505978102126
2022-02-0119608.816864243992
2022-03-0115794.74602591574
2022-04-0112875.604155321636
2022-05-0113632.005200628628
2022-06-0116702.426347059107
2022-07-0114119.462459594492
2022-08-0112903.620737046012
2022-09-0110645.97792609854
2022-10-018468.518975666055
2022-11-0111437.272255018786
2022-12-0111375.32944411133
2023-01-0114089.640087450442
2023-02-0112349.553375525975
2023-03-0112422.48374454901
2023-04-0112106.398096166602
2023-05-0110094.331116982135
2023-06-0110074.897872407611
2023-07-0111460.410402934971
2023-08-019675.779110861602
2023-09-019320.82988965834
2023-10-018507.332970907557
2023-11-018415.671609139868
2023-12-018161.432532834409
2024-01-016953.842852552584
2024-02-018108.92754323857
2024-03-018106.5110736944125
2024-04-018423.034171306394
2024-05-018199.12257518873
2024-06-017609.3640226606985
2024-07-017797.685915991627
2024-08-017479.893049082608
2024-09-0110843.236032291175
2024-10-019399.838469909875
2024-11-019157.29970233138
2024-12-018700.71527692618
2025-01-018342.41636115567
2025-02-018635.026734082305
2025-03-018579.123638871146
2025-04-017984.768953104406
2025-05-018242.922908381719
2025-06-018947.097765068516
2025-07-019479.087938870494
2025-08-0111885.130443192475
2025-09-0112560.640710029491
2025-10-0112524.214604315815
2025-11-0112105.32605392133
2025-12-0112852.738975724707
2026-01-0113228.871821686424
2026-02-0113693.687081819628
2026-03-0112384.866610399618
2026-04-0113791.542818000564
Annual Return Matrix
YearAnnual Return
20170.7491239851858746
2018-0.5102922113714206
20190.7000343283903359
20200.7195234947088884
2021-0.028418527665281634
2022-0.49165814687625176
2023-0.28253220507302834
20240.06607697140448932
20250.4772048695593416
20260.07304309564280431
Total Factor Risk
0.5069769872999438
VTI.US Exposure
0.15706032192528654
VEA.US Exposure
-0.007735749251914181
VWO.US Exposure
0.3697888642044671
QQQ.US Exposure
-0.06331005664412322
VTV.US Exposure
-0.03373962270370692
IJR.US Exposure
0.0026703417679066126
QUAL.US Exposure
0.030573832423451932
SHV.US Exposure
0.3996440369319192
TLT.US Exposure
-0.007907146713920036
LQD.US Exposure
0.03030853093953143
HYG.US Exposure
-0.008973649655817107
GLD.US Exposure
-0.003827984342029721
USO.US Exposure
0.000027198142401752702
VNQ.US Exposure
-0.022980824816576345
BTC-USD.CC Exposure
-0.00019676909631620435
CPER.US Exposure
-0.001398699100125321
VIX.INDX Exposure
-0.005635434974980358
UUP.US Exposure
-0.004480767409262433
TIP.US Exposure
0.020630938852755392
Idiosyncratic Exposure
0.1494826395210518
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
50.7%

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
$55
Avg Yield on Cost
0.55%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$55.040.55%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 →
+5.2%
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 →
+13.9%
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 →
2.0% 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 →
0.70
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Direxion Daily CSI 300 China A Share Bull 2X Shares a high-risk investment?

Direxion Daily CSI 300 China A Share Bull 2X Shares (CHAU.US) has an annualized volatility of 50.7% and experienced a maximum drawdown of 73.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CHAU.US has generated a Compound Annual Growth Rate (CAGR) of 3.7%. 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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