Tradr 2X Long ASTS Daily ETF

10-Year Study

ASTX.US · · US · ETF

Executive Summary: Tradr 2X Long ASTS Daily ETF has compounded at -1.5% annually over the last 10 years, with a maximum drawdown of 67.9% and an annualized volatility of 878.6%.

1Y CAGR
-1.5%
3Y CAGR
-1.5%
5Y CAGR
-1.5%
10Y CAGR
-1.5%

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 →
67.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
2.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
7.36
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
237.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-14.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -14.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026104.2-55.1-3.0-26.4102.1-35.6——————-14.8%
2025———————-19.2-6.2135.9-54.441.915.7%

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 878.6%. The dominant macroeconomic risk driver is VTV.US, accounting for 28.4% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-07-0110000
2025-08-018077.466779756856
2025-09-017574.215436810857
2025-10-0117865.42267458298
2025-11-018150.9754028838
2025-12-0111569.126378286684
2026-01-0123627.36782584111
2026-02-0110613.514277636415
2026-03-0110291.207237772123
2026-04-017574.215436810857
2026-05-0115306.757138818208
2026-06-019861.464517953069
Annual Return Matrix
YearAnnual Return
2026-0.14760508308895404
Total Factor Risk
8.786276261375901
VTI.US Exposure
-0.050073970338286256
VEA.US Exposure
-0.017569030655676367
VWO.US Exposure
0.03204819380805407
QQQ.US Exposure
0.00804761464532006
VTV.US Exposure
0.28382802973639265
IJR.US Exposure
0.002408114998663135
QUAL.US Exposure
-0.01657856665013613
SHV.US Exposure
0.1768361065636573
TLT.US Exposure
-0.008430032669837556
LQD.US Exposure
0.0010296719734557032
HYG.US Exposure
0.0943669955433962
GLD.US Exposure
0.016332092109505193
USO.US Exposure
0.007853862455133694
VNQ.US Exposure
0.02427949291298012
BTC-USD.CC Exposure
0.004655054734103143
CPER.US Exposure
-0.0008619510210380076
VIX.INDX Exposure
0.21057330350410275
UUP.US Exposure
0.21389262289284539
TIP.US Exposure
0.017362395327829187
Idiosyncratic Exposure
1.2953594304942972e-10
Value Score
0
Growth Score
50
Profit Score
75
Health Score
18.4
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
878.6%

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 →191.6x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Significantly Overvalued191.6x
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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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
2.0/ 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
0.92
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-8.6%
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 →
-23.6%
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 →
65.5% 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
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
52
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-49.1%
50.0% retracement-40.4%
61.8% retracement-28.0%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Tradr 2X Long ASTS Daily ETF a high-risk investment?

Tradr 2X Long ASTS Daily ETF (ASTX.US) has an annualized volatility of 878.6% and experienced a maximum drawdown of 67.9% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, ASTX.US has generated a Compound Annual Growth Rate (CAGR) of -1.5%. It has had a positive return in 0% 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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