Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in Direxion Daily Semiconductor Bull 3x Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
SOXL
(Direxion Daily Semiconductor Bull 3x Shares)
Benchmark (^GSPC)
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Return
Direxion Daily Semiconductor Bull 3x Shares had a return of 55.89% year-to-date (YTD) and 230.59% in the last 12 months. Over the past 10 years, Direxion Daily Semiconductor Bull 3x Shares had an annualized return of 44.09%, outperforming the S&P 500 benchmark which had an annualized return of 10.64%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 55.89% | 7.42% |
| 1 month | 38.43% | 2.58% |
| 6 months | 128.56% | 14.95% |
| 1 year | 230.59% | 30.76% |
| 5 years (annualized) | 44.96% | 13.32% |
| 10 years (annualized) | 44.09% | 10.64% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.23% | 33.46% | ||||||||||
| 2023 | -16.02% | -20.78% | -21.04% | 53.09% | 37.97% |
Risk-Adjusted Performance
This table presents risk-adjusted performance metrics for Direxion Daily Semiconductor Bull 3x Shares (SOXL) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
SOXL Direxion Daily Semiconductor Bull 3x Shares | 2.55 | ||||
^GSPC S&P 500 | 2.32 |
Sharpe Ratio
The current Direxion Daily Semiconductor Bull 3x Shares Sharpe ratio is 2.55. A Sharpe ratio higher than 2.0 is considered very good.
SOXL
(Direxion Daily Semiconductor Bull 3x Shares)
Benchmark (^GSPC)
Dividend History
Direxion Daily Semiconductor Bull 3x Shares granted a 0.32% dividend yield in the last twelve months. The annual payout for that period amounted to $0.16 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.16 | $0.16 | $0.10 | $0.03 | $0.02 | $0.07 | $0.07 | $0.01 | $0.18 | $0.00 | $0.00 |
Dividend yield | 0.32% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% | 0.00% |
Monthly Dividends
The table displays the monthly dividend distributions for Direxion Daily Semiconductor Bull 3x Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | ||||||||||
| 2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.06 |
| 2022 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 |
| 2020 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2019 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2014 | $0.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
SOXL
(Direxion Daily Semiconductor Bull 3x Shares)
Benchmark (^GSPC)
Worst Drawdowns
The table below displays the maximum drawdowns of the Direxion Daily Semiconductor Bull 3x Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Direxion Daily Semiconductor Bull 3x Shares was 90.46%, occurring on Oct 14, 2022. The portfolio has not yet recovered.
The current Direxion Daily Semiconductor Bull 3x Shares drawdown is 31.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -90.46% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -80.38% | Feb 20, 2020 | 22 | Mar 20, 2020 | 160 | Nov 5, 2020 | 182 |
| -72.6% | Feb 18, 2011 | 157 | Oct 3, 2011 | 594 | Feb 13, 2014 | 751 |
| -66.51% | Mar 13, 2018 | 199 | Dec 24, 2018 | 82 | Apr 24, 2019 | 281 |
| -62.93% | Jun 2, 2015 | 177 | Feb 11, 2016 | 132 | Aug 19, 2016 | 309 |
Volatility Chart
The current Direxion Daily Semiconductor Bull 3x Shares volatility is 30.04%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
SOXL
(Direxion Daily Semiconductor Bull 3x Shares)
Benchmark (^GSPC)
