Defiance Daily Target 2X Long AVGO ETF

10-Year Study

AVGX.US · · US · ETF

Executive Summary: Defiance Daily Target 2X Long AVGO ETF has compounded at 95.8% annually over the last 10 years, with a maximum drawdown of 54.3% and an annualized volatility of 261.1%.

1Y CAGR
+120.4%
3Y CAGR
+95.8%
5Y CAGR
+95.8%
10Y CAGR
+95.8%

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 →
54.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.80
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
5.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
107.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +47.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 21.6%
% 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.
2026-10.4-9.0-8.463.0————————21.6%
2025-14.7-21.0-32.222.654.727.711.20.419.821.115.3-28.847.0%
2024————————7.7-5.2-10.487.071.2%

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 261.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 61.1% of variance. Idiosyncratic stock-specific factors contribute 1.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-08-0110000
2024-09-0110770.052041418532
2024-10-0110209.506947797629
2024-11-019151.402972262462
2024-12-0117115.93969633564
2025-01-0114597.617897955899
2025-02-0111525.028166747144
2025-03-017813.562959386234
2025-04-019582.166425237405
2025-05-0114819.357261655668
2025-06-0118921.508664627934
2025-07-0121033.263587102312
2025-08-0121116.69080959279
2025-09-0125288.48114169215
2025-10-0130631.25704168679
2025-11-0135329.95332367616
2025-12-0125156.929019797197
2026-01-0122528.03261977574
2026-02-0120489.296636085626
2026-03-0118772.466334030796
2026-04-0130591.769944739528
Annual Return Matrix
YearAnnual Return
20250.46979537589648435
20260.21603753465557696
Total Factor Risk
2.6111218143843997
VTI.US Exposure
0.6112340110838537
VEA.US Exposure
0.08001909975954564
VWO.US Exposure
-0.013677714509645382
QQQ.US Exposure
-0.08035644411693149
VTV.US Exposure
0.11361717119438383
IJR.US Exposure
0.05768478397809658
QUAL.US Exposure
-0.01212979545464746
SHV.US Exposure
0.07112100518480682
TLT.US Exposure
-0.015968434412248506
LQD.US Exposure
0.08023566590611031
HYG.US Exposure
-0.00826480871948398
GLD.US Exposure
-0.0014936129112684067
USO.US Exposure
0.002237682381026526
VNQ.US Exposure
-0.009608638630633878
BTC-USD.CC Exposure
-0.006190135920337014
CPER.US Exposure
0.006063818586627767
VIX.INDX Exposure
-0.009383756519380546
UUP.US Exposure
0.0010906839551743798
TIP.US Exposure
0.11925739986132453
Idiosyncratic Exposure
0.014512019303626807
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
261.1%

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 →2.03%
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 →
+39.7%
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 →
+25.3%
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 →
16.9% 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 Defiance Daily Target 2X Long AVGO ETF a high-risk investment?

Defiance Daily Target 2X Long AVGO ETF (AVGX.US) has an annualized volatility of 261.1% and experienced a maximum drawdown of 54.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AVGX.US has generated a Compound Annual Growth Rate (CAGR) of 95.8%. 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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