Leverage Shares 2X Long ARM Daily ETF

10-Year Study

ARMG.US · · US · ETF

Executive Summary: Leverage Shares 2X Long ARM Daily ETF has compounded at -43.9% annually over the last 10 years, with a maximum drawdown of 78.4% and an annualized volatility of 644.7%.

1Y CAGR
+23.7%
3Y CAGR
-43.9%
5Y CAGR
-43.9%
10Y CAGR
-43.9%

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 →
78.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
111.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +93.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -76.1%
% 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.
2026-9.542.232.313.8————————93.9%
2025-22.8-34.2-37.64.415.165.3-26.9-6.32.136.9-37.9-36.1-76.1%

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 644.7%. The dominant macroeconomic risk driver is TIP.US, accounting for 47.5% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-12-0110000
2025-01-017716.013173221156
2025-02-015076.005798898879
2025-03-013167.983709451703
2025-04-013308.0120335531665
2025-05-013807.9994636856527
2025-06-016295.995240210169
2025-07-014599.984916158984
2025-08-014310.794164229509
2025-09-014399.998324017665
2025-10-016023.983307215942
2025-11-013738.7813932441154
2025-12-012388.2748275833173
2026-01-012162.0172123385823
2026-02-013075.4275849932546
2026-03-014068.447118567371
2026-04-014629.901200841344
Annual Return Matrix
YearAnnual Return
2025-0.7611725172416682
20260.9385964912280702
Total Factor Risk
6.4466816189608664
VTI.US Exposure
0.09122147694028077
VEA.US Exposure
0.0160982994264613
VWO.US Exposure
0.00502847787061156
QQQ.US Exposure
-0.01832805244912735
VTV.US Exposure
-0.0066292773940120125
IJR.US Exposure
0.04875666091963932
QUAL.US Exposure
0.038430864802772545
SHV.US Exposure
0.21662768750401637
TLT.US Exposure
-0.010405159927747732
LQD.US Exposure
0.012921337337394461
HYG.US Exposure
0.10133557170107765
GLD.US Exposure
0.008809782609997542
USO.US Exposure
0.013859348255658962
VNQ.US Exposure
-0.0037491819583651003
BTC-USD.CC Exposure
-0.005645594817082306
CPER.US Exposure
0.007005704999328994
VIX.INDX Exposure
0.008921763649101902
UUP.US Exposure
-0.0009421570325331946
TIP.US Exposure
0.47519003776300833
Idiosyncratic Exposure
0.001492409799517983
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
644.7%

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 →
+40.7%
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 →
+13.2%
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 →
30.7% 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 ARM Daily ETF a high-risk investment?

Leverage Shares 2X Long ARM Daily ETF (ARMG.US) has an annualized volatility of 644.7% and experienced a maximum drawdown of 78.4% over the last 10 years. Its primary macro risk driver is TIP.US.

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

Over the past 10 years, ARMG.US has generated a Compound Annual Growth Rate (CAGR) of -43.9%. 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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