Direxion Daily Regional Banks Bull 3X Shares

10-Year Study

DPST.US · · US · ETF

Executive Summary: Direxion Daily Regional Banks Bull 3X Shares has compounded at -15.0% annually over the last 10 years, with a maximum drawdown of 97.1% and an annualized volatility of 87.9%.

1Y CAGR
+55.8%
3Y CAGR
+36.9%
5Y CAGR
-26.0%
10Y CAGR
-15.0%

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 →
97.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
84.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +108.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -76.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202616.8-11.5-7.416.8————————11.8%
202517.2-11.2-23.9-21.813.014.31.226.3-9.4-18.313.59.5-5.9%
2024-17.6-11.913.7-20.59.81.861.2-5.7-6.49.943.1-29.615.5%
202315.2-4.0-69.0-10.8-29.913.064.0-25.4-17.4-17.541.154.7-55.8%
20220.710.1-22.9-29.19.9-26.930.3-6.9-17.124.20.2-24.6-54.1%
202110.762.07.87.78.7-21.2-15.315.08.313.6-6.64.4108.3%
2020-20.3-34.8-79.737.1-11.4-7.9-11.66.1-21.748.339.730.9-76.5%
201945.320.5-26.627.0-28.821.78.2-27.417.53.813.011.670.7%
201817.3-5.6-6.54.86.2-9.71.57.0-16.4-26.98.7-42.3-56.8%
2017-2.310.4-14.7-5.2-12.419.3-3.7-13.829.31.210.8-2.37.3%
2016———18.74.9-21.916.018.0-2.13.165.617.6161.5%

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 87.9%. The dominant macroeconomic risk driver is IJR.US, accounting for 61.6% of variance. Idiosyncratic stock-specific factors contribute 15.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111868.693577164922
2016-05-0112451.922832535445
2016-06-019730.770514335574
2016-07-0111288.461236695939
2016-08-0113319.231331109811
2016-09-0113035.076944022007
2016-10-0113432.961599486192
2016-11-0122243.540001852074
2016-12-0126153.848703977957
2017-01-0125542.310095381898
2017-02-0128207.694601110852
2017-03-0124075.209745366108
2017-04-0122831.772955848774
2017-05-0119995.904658324074
2017-06-0123863.345984763913
2017-07-0122981.23193093481
2017-08-0119821.022739202323
2017-09-0125619.874054430245
2017-10-0125916.48022511339
2017-11-0128709.050174676377
2017-12-0128058.956123265143
2018-01-0132916.13080605297
2018-02-0131072.02474974324
2018-03-0129045.509125230154
2018-04-0130428.260465498683
2018-05-0132328.578567240405
2018-06-0129183.369420815252
2018-07-0129616.803763736138
2018-08-0131683.36444805823
2018-09-0126482.91924264689
2018-10-0119352.781307207424
2018-11-0121033.436155214553
2018-12-0112135.144949236992
2019-01-0117628.757387583093
2019-02-0121240.406722902288
2019-03-0115580.64673688789
2019-04-0119790.04730834124
2019-05-0114096.591238685181
2019-06-0117156.556717236108
2019-07-0118559.704070814932
2019-08-0113465.875032899621
2019-09-0115818.537858127602
2019-10-0116423.293585131003
2019-11-0118551.80329013283
2019-12-0120708.789259467798
2020-01-0116512.177030568007
2020-02-0110765.018719261801
2020-03-012184.1630294006627
2020-04-012993.5585198682984
2020-05-012653.7721729991126
2020-06-012443.1147584126547
2020-07-012160.686635922602
2020-08-012291.637489309781
2020-09-011793.5805778767215
2020-10-012659.0858425747306
2020-11-013713.9189770162
2020-12-014861.392036151032
2021-01-015379.4222951625725
2021-02-018716.671519435786
2021-03-019392.429729210726
2021-04-0110114.486486803864
2021-05-0110993.443953611264
2021-06-018661.780181290627
2021-07-017339.570977226388
2021-08-018441.68064582625
2021-09-019139.237833887482
2021-10-0110385.49796771881
2021-11-019695.84560717971
2021-12-0110127.058669825412
2022-01-0110202.451299554421
2022-02-0111235.534017789942
2022-03-018668.114834881744
2022-04-016144.848025630017
2022-05-016751.167181831057
2022-06-014935.201339718931
2022-07-016428.669104181511
2022-08-015982.061187594454
2022-09-014956.381488717546
2022-10-016157.428302331624
2022-11-016167.7140207371285
2022-12-014648.225412128634
2023-01-015355.249845199628
2023-02-015142.937104423222
2023-03-011596.5633748426396
2023-04-011424.6893575233144
2023-05-01998.1111070384673
2023-06-011128.2606017908565
2023-07-011850.6647974622654
2023-08-011380.956169046451
2023-09-011140.6306114293202
2023-10-01941.4461569416983
2023-11-011328.2469207682716
2023-12-012054.841366361582
2024-01-011692.8186452463694
2024-02-011491.8362134577987
2024-03-011695.843658167595
2024-04-011348.0655610248332
2024-05-011480.1873844360618
2024-06-011506.8764630416651
2024-07-012429.4981534271105
2024-08-012291.962754077063
2024-09-012145.0639786113156
2024-10-012357.651398654649
2024-11-013372.940329903648
2024-12-012373.0047724857127
2025-01-012780.854753174149
2025-02-012469.1347594668964
2025-03-011879.820930920179
2025-04-011470.1164857887306
2025-05-011661.3986420292376
2025-06-011898.6212007454287
2025-07-011920.7161042087957
2025-08-012426.708868937539
2025-09-012198.9879533713515
2025-10-011797.213797130548
2025-11-012038.9816316719653
2025-12-012232.8783838074846
2026-01-012607.9347963258174
2026-02-012307.8012833249313
2026-03-012136.075407329579
2026-04-012495.4399818063393
Annual Return Matrix
YearAnnual Return
20170.07284233539966234
2018-0.5675126011129434
20190.7065135477240327
2020-0.7652498185557388
20211.0831602542064123
2022-0.5410093331464062
2023-0.5579299228905992
20240.1548359943169182
2025-0.059050192525085365
20260.11758884850286244
Total Factor Risk
0.8794405239587224
VTI.US Exposure
0.458158541367063
VEA.US Exposure
-0.07980666470944645
VWO.US Exposure
0.0616477508469633
QQQ.US Exposure
-0.09098152441667112
VTV.US Exposure
0.08203235750817672
IJR.US Exposure
0.6155825690723282
QUAL.US Exposure
-0.15536877881642425
SHV.US Exposure
0.00008022960646339528
TLT.US Exposure
0.003267183188580452
LQD.US Exposure
-0.010215973099026002
HYG.US Exposure
0.039756882496928235
GLD.US Exposure
-0.004431145592832648
USO.US Exposure
-0.005154067536350721
VNQ.US Exposure
-0.042961731933368705
BTC-USD.CC Exposure
-0.01438991770540303
CPER.US Exposure
0.015063890705887558
VIX.INDX Exposure
-0.02121481254480326
UUP.US Exposure
0.00047499676764336954
TIP.US Exposure
-0.0021206840081770357
Idiosyncratic Exposure
0.15058089880246936
Value Score
45.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
87.9%

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 →10.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.11%
Market Cap$5.3B
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
$9
Avg Yield on Cost
0.09%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$8.840.09%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 →
+3.2%
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 →
+10.9%
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 →
21.3% 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 →
3.93
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Direxion Daily Regional Banks Bull 3X Shares a high-risk investment?

Direxion Daily Regional Banks Bull 3X Shares (DPST.US) has an annualized volatility of 87.9% and experienced a maximum drawdown of 97.1% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, DPST.US has generated a Compound Annual Growth Rate (CAGR) of -15.0%. It has had a positive return in 50% 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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