Leverage Shares 2X Long AMD Daily ETF

10-Year Study

AMDG.US · · US · ETF

Executive Summary: Leverage Shares 2X Long AMD Daily ETF has compounded at 24.0% annually over the last 10 years, with a maximum drawdown of 91.7% and an annualized volatility of 172.6%.

1Y CAGR
+375.3%
3Y CAGR
+107.8%
5Y CAGR
+36.6%
10Y CAGR
+24.0%

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 →
91.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
15.83
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
501.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +2917.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -83.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202618.4-33.7-0.683.9————————43.5%
20251254.5-27.73.0-18.626.460.450.9-17.4-2.8129.2-31.1-5.12917.2%
202417.0-20.9-24.3-1.723.7-17.47.4-4.31.00.0-11.20.2-35.0%
2023-0.4-5.0-15.0-20.4-16.42.0-27.9-10.6-36.8-28.910.5-8.2-83.9%
2022-5.7-3.029.2-4.7-4.9-2.68.0-0.9-7.916.1-3.1-6.78.0%
20215.8-1.2-3.2-6.6-7.24.4-8.6-1.80.33.9-5.32.6-16.8%
2020-15.7-5.810.13.114.6-12.15.8-5.71.4-7.2-0.17.6-8.3%
2019———————————6.56.5%

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 172.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 31.9% of variance. Idiosyncratic stock-specific factors contribute 39.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-11-0110000
2019-12-0110647.181514088397
2020-01-018977.03596029131
2020-02-018455.115288076344
2020-03-019311.064871953793
2020-04-019603.340169658462
2020-05-0111002.087730472125
2020-06-019665.97108833752
2020-07-0110229.645374510297
2020-08-019645.093783616274
2020-09-019780.793277850327
2020-10-019081.419497443496
2020-11-019070.980845082873
2020-12-019759.916968613763
2021-01-0110323.59125478654
2021-02-0110198.330412913108
2021-03-019874.73915812657
2021-04-019227.557644038172
2021-05-018559.49882522853
2021-06-018935.2823463335
2021-07-018162.839492629332
2021-08-018016.701346034656
2021-09-018037.578153013562
2021-10-018350.730755439477
2021-11-017912.31731114013
2021-12-018121.085878671522
2022-01-017661.79562739327
2022-02-017432.150252882973
2022-03-019603.340169658462
2022-04-019154.489068483173
2022-05-018705.636971823204
2022-06-018475.991597312908
2022-07-019154.489068483173
2022-08-019070.980845082873
2022-09-018350.730755439477
2022-10-019697.286049934706
2022-11-019394.572099869412
2022-12-018768.26689501758
2023-01-018736.951933420392
2023-02-018298.538489121045
2023-03-017056.367727262682
2023-04-015615.86655249121
2023-05-014697.286049934706
2023-06-014791.231930210949
2023-07-013455.114790334003
2023-08-013089.770419331994
2023-09-011951.9833190614013
2023-10-011388.3090328886237
2023-11-011534.4468061765444
2023-12-011409.1858398675288
2024-01-011649.2693689961075
2024-02-011304.8016805374182
2024-03-01987.47389092554
2024-04-01970.7724577859744
2024-05-011200.4175212073078
2024-06-01991.6492647648795
2024-07-011064.7181514088397
2024-08-011018.7891636116901
2024-09-011029.2275671011425
2024-10-011029.2275671011425
2024-11-01914.4050042815796
2024-12-01916.4927223101456
2025-01-0112413.903018687835
2025-02-018971.130745166076
2025-03-019238.995763018103
2025-04-017519.020228049612
2025-05-019502.161097693084
2025-06-0115244.812579103702
2025-07-0122998.802033735385
2025-08-0118994.924820001437
2025-09-0118459.194784297382
2025-10-0142303.88603372822
2025-11-0129136.20400587017
2025-12-0127652.4002429779
2026-01-0132734.865198432948
2026-02-0121701.461550698343
2026-03-0121577.24443071118
2026-04-0139691.33643300716
Annual Return Matrix
YearAnnual Return
2020-0.08333327879313446
2021-0.16791445001145433
20220.07969143856066774
2023-0.8392857041488695
2024-0.3496296255742245
202529.171980169440115
20260.43536677048808636
Total Factor Risk
1.7264042422298653
VTI.US Exposure
0.19923549463162937
VEA.US Exposure
0.023489455448497603
VWO.US Exposure
-0.004388264521869556
QQQ.US Exposure
-0.0018224962022615927
VTV.US Exposure
0.04656695843129679
IJR.US Exposure
-0.017274234273343913
QUAL.US Exposure
0.003617359294408811
SHV.US Exposure
0.3189823129591349
TLT.US Exposure
0.0046731967366034025
LQD.US Exposure
-0.0008057595506747574
HYG.US Exposure
0.0027931019742474484
GLD.US Exposure
0.0013892159913703663
USO.US Exposure
0.00023169465151641494
VNQ.US Exposure
-0.00809336863974988
BTC-USD.CC Exposure
0.001349502841542454
CPER.US Exposure
-0.0017372122518308343
VIX.INDX Exposure
0.005413800626322212
UUP.US Exposure
0.004579442812959387
TIP.US Exposure
0.02250087360025635
Idiosyncratic Exposure
0.39929892543994505
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
172.6%

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
$0
Avg Yield on Cost
0.00%

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 →
+69.8%
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 →
+54.7%
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 →
12.3% 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 Leverage Shares 2X Long AMD Daily ETF a high-risk investment?

Leverage Shares 2X Long AMD Daily ETF (AMDG.US) has an annualized volatility of 172.6% and experienced a maximum drawdown of 91.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMDG.US has generated a Compound Annual Growth Rate (CAGR) of 24.0%. It has had a positive return in 43% 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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