GraniteShares 2x Long AMD Daily ETF

10-Year Study

AMDL.US · · US · ETF

Executive Summary: GraniteShares 2x Long AMD Daily ETF has compounded at 0.7% annually over the last 10 years, with a maximum drawdown of 81.0% and an annualized volatility of 506.2%.

1Y CAGR
+380.5%
3Y CAGR
+0.7%
5Y CAGR
+0.7%
10Y CAGR
+0.7%

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 →
81.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
136.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +103.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 44.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202619.0-33.7-0.484.2————————44.6%
2025-10.2-27.32.8-18.326.959.750.9-17.3-2.7129.8-31.1-4.9103.0%
2024———-25.16.8-7.3-23.92.218.8-25.7-10.6-24.2-65.4%

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 506.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 87.4% of variance. Idiosyncratic stock-specific factors contribute 1.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-03-0110000
2024-04-017494.356960431944
2024-05-018004.514603875543
2024-06-017422.122265096665
2024-07-015647.855731074688
2024-08-015774.266447911427
2024-09-016862.3025151427555
2024-10-015101.580309410704
2024-11-014559.81966384336
2024-12-013458.2392683221074
2025-01-013106.0949132862465
2025-02-012257.336381991219
2025-03-012320.5417404095883
2025-04-011896.1624747620745
2025-05-012406.3205487584196
2025-06-013841.986625481713
2025-07-015796.839897841889
2025-08-014794.5824236830185
2025-09-014663.6569307496375
2025-10-0110717.833038361647
2025-11-017381.490141332383
2025-12-017020.3162341032385
2026-01-018352.144613367509
2026-02-015534.988808642468
2026-03-015512.415444822556
2026-04-0110153.4990461965
Annual Return Matrix
YearAnnual Return
20251.0300261749989916
20260.4463022330636488
Total Factor Risk
5.062477614177401
VTI.US Exposure
0.0928912758075428
VEA.US Exposure
0.0048382089224838
VWO.US Exposure
-0.0004686974503087803
QQQ.US Exposure
-0.005525338260002292
VTV.US Exposure
-0.00032756417942779063
IJR.US Exposure
-0.0025269881278876926
QUAL.US Exposure
-0.00271714764199565
SHV.US Exposure
0.8738529459465151
TLT.US Exposure
-0.0014341740223702045
LQD.US Exposure
0.00642827421338178
HYG.US Exposure
-0.0006386806262093356
GLD.US Exposure
-0.000041499341385145
USO.US Exposure
0.001375578445133841
VNQ.US Exposure
-0.0019339604888557209
BTC-USD.CC Exposure
-0.00010439801882991343
CPER.US Exposure
0.0006536492437743523
VIX.INDX Exposure
-0.0015813972066888587
UUP.US Exposure
0.005690568845452694
TIP.US Exposure
0.019498139994491716
Idiosyncratic Exposure
0.012071203945185299
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
506.2%

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 →
+67.1%
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 →
+54.4%
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 →
11.3% 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 GraniteShares 2x Long AMD Daily ETF a high-risk investment?

GraniteShares 2x Long AMD Daily ETF (AMDL.US) has an annualized volatility of 506.2% and experienced a maximum drawdown of 81.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMDL.US has generated a Compound Annual Growth Rate (CAGR) of 0.7%. It has had a positive return in 100% 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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