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Direxion Treasury

Created byuser-julfmc
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Monthly Rebalancing
EUR
High Risk
Multi-currency
6.8yr backtest

Performance Summary

Total Return+60.35%
Annualized Return+7.17%
Volatility+29.91%
Sharpe Ratio0.17
Max Drawdown+58.96%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
A high-octane leveraged ETF portfolio mixing 3X tech, China, healthcare, and gold bets with hedged treasuries across 80% equities and 20% bonds.
AssetTypeAllocationTER
WEBL.US
Direxion Daily Dow Jones Internet Bull 3X Shares • US25460E3642
ETF
20.0%0.95%
TMF.US
Direxion Daily 20+ Year Treasury Bull 3X Shares • US25460G1388
ETF
10.0%1.08%
WANT.US
Daily Consumer Discretionary Bull 3X ETF • US25459Y8012
ETF
10.0%0.95%
YINN.US
Direxion Daily FTSE China Bull 3X Shares • US25460G1958
ETF
10.0%1.07%
EDZ.US
Direxion Daily MSCI Emerging Markets Bear 3X Shares • US25461H8613
ETF
10.0%1.07%
PILL.US
Direxion Daily Pharmaceutical & Medical Bull 3X Shares ETF • US25460E6462
ETF
10.0%0.95%
JNUG.US
Direxion Daily Junior Gold Miners Index Bull 2X Shares • US25460G8318
ETF
10.0%0.95%
TMV.US
Direxion Daily 20+ Year Treasury Bear 3X Shares • US25460G8490
ETF
10.0%1.08%
ERY.US
Direxion Daily Energy Bear 2X Shares • US25460G1792
ETF
10.0%1.07%
Total100.0%1.01%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €16,035.13
Histogram of Monthly Returns
The portfolio had a positive return during 42 of the 83 months (51%)
Monthly Returns Heatmap
Best month: +34.0% • Worst month: -23.3% • Best year: 2024 (+47.1%) • Worst year: 2022 (-49.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-6.6%-2.8%-10.0%+7.7%+3.6%-3.8%+4.2%+7.0%-3.2%----5.2%
2025+9.5%-4.3%-10.5%-4.5%+6.7%+0.2%+3.6%+10.2%+6.3%-0.6%+2.4%-0.9%+17.1%
2024-1.5%+6.0%+3.3%-2.8%+0.6%+1.8%+2.9%-0.2%+9.9%+8.9%+9.5%+1.8%+47.1%
2023+17.1%-2.9%+6.6%-5.5%+7.1%+4.1%+6.6%-3.6%-6.0%-5.9%+8.9%+8.7%+37.2%
2022-14.5%-5.6%-0.1%-11.3%-14.9%-3.8%+10.2%-5.2%-4.7%-8.4%+4.5%-8.7%-49.0%
2021-0.1%-2.9%-1.8%+1.1%-2.1%+6.3%-2.1%-0.2%-6.9%+7.4%-2.2%-3.5%-7.7%
2020+7.1%-5.4%-23.3%+34.0%+7.3%+1.1%+4.4%+9.3%-2.5%-0.5%+1.5%+5.3%+33.4%
2019----------+6.4%+7.2%+14.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +58.96% • The longest drawdown period lasted for 4 years and 7 months and was between February 2021 and September 2025. It reached a trough of -59.0%.

Dividend Income

Summary
This portfolio contains 9 distributing ETFs (100.0% of total allocation)

Total Dividends Received

€3,306.06

158 payments

Dividend Yield

3.93%

(annualized)

Avg Per Payment

€20.92

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€150.79
2025€589.27
2024€756.76
2023€622.93
2022€113.32
2021€264.33
2020€598.23
2019€210.45
Total€3,306.06

Detailed Metrics

Returns
Total Return
+60.35%
Annualized Return
+7.17%
Avg Monthly Return
+0.86%
Risk
Volatility (Annual)
+29.91%
Max Drawdown
+58.96%
Positive Months
51%
Average Drawdown
-24.8%
Risk-Adjusted
Sharpe Ratio
0.17
Risk-free rate: 2.0%
Sortino Ratio
0.16
Downside risk adjusted
Return/Volatility
0.24
Calmar Ratio
0.12
Return/Max Drawdown
Ulcer Index
29.80
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€16,035.13
Backtest Period
2019-11-07 to 2026-09-01
6.8 years
Rebalancing
monthly
Base Currency
EUR