T-REX 2X Long BMNR Daily Target ETF

10-Year Study

BMNU.US · · US · ETF

Executive Summary: T-REX 2X Long BMNR Daily Target ETF has compounded at -35.7% annually over the last 10 years, with a maximum drawdown of 99.0% and an annualized volatility of 117.5%.

1Y CAGR
-99.0%
3Y CAGR
-71.5%
5Y CAGR
-50.6%
10Y CAGR
-35.7%

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 →
99.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
57.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +45.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -96.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-23.8-50.3-2.525.8————————-53.6%
20254.6-3.6-3.0-1.315.31.12.55.2-83.7-29.8-57.8-41.6-96.6%
20241.75.95.58.82.2-2.31.75.4-9.33.93.36.336.9%
20232.27.0-3.08.6-4.98.43.70.9-2.20.0-2.18.929.5%
20226.0-0.62.2-5.21.5-12.45.9-4.0-7.712.2-4.34.9-4.1%
20212.8——17.53.51.6-2.52.56.35.6-3.25.045.0%
202010.43.5-34.724.70.53.21.312.0-6.70.36.02.811.7%
2019————————0.610.15.23.620.7%

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 117.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 19.1% of variance. Idiosyncratic stock-specific factors contribute 37.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-08-0110000
2019-09-0110057.469219997354
2019-10-0111072.795884069888
2019-11-0111647.50799714808
2019-12-0112068.964331194395
2020-01-0113325.948286934441
2020-02-0113797.916926329026
2020-03-019003.829742593252
2020-04-0111226.052568242889
2020-05-0111283.523598522484
2020-06-0111647.50799714808
2020-07-0111800.763776179963
2020-08-0113218.389462491901
2020-09-0112337.163981067706
2020-10-0112375.477699540395
2020-11-0113122.604713739616
2020-12-0113486.590017506334
2021-01-0113869.730822797717
2021-04-0116302.677742335469
2021-05-0116877.393475978144
2021-06-0117145.590410428096
2021-07-0116724.136791805144
2021-08-0117145.590410428096
2021-09-0118218.389009921342
2021-10-0119246.40484735655
2021-11-0118621.77420150487
2021-12-0119558.718360000148
2022-01-0120729.900368401486
2022-02-0120612.78234858958
2022-03-0121066.983972937727
2022-04-0119967.474658990344
2022-05-0120273.100989038652
2022-06-0117766.97703050534
2022-07-0118806.759702501837
2022-08-0118052.226823657966
2022-09-0116666.729121403954
2022-10-0118699.92227553202
2022-11-0117889.227200468213
2022-12-0118765.351306539527
2023-01-0119172.851269655028
2023-02-0120522.049192428567
2023-03-0119896.90080585619
2023-04-0121605.43975330922
2023-05-0120545.713201872448
2023-06-0122275.87959124913
2023-07-0123097.70790209016
2023-08-0123314.795138052577
2023-09-0122794.92914600569
2023-10-0122798.75246209699
2023-11-0122309.71557660069
2023-12-0124297.316772509344
2024-01-0124713.49160811988
2024-02-0126180.32348114378
2024-03-0127619.079686904446
2024-04-0130053.545433241725
2024-05-0130717.92263595921
2024-06-0130010.835444348708
2024-07-0130513.864001279508
2024-08-0132160.56551768958
2024-09-0129166.12697627381
2024-10-0130312.370536534167
2024-11-0131301.62280035999
2024-12-0133271.02522890792
2025-01-0134818.07432855953
2025-02-0133560.503841373655
2025-03-0132540.21066797514
2025-04-0132113.110779045004
2025-05-0137020.00751086101
2025-06-0137428.12478022042
2025-07-0138362.994355268434
2025-08-0140341.88990388397
2025-09-016555.971980813543
2025-10-014603.179796960554
2025-11-011942.114912915015
2025-12-011134.1856096863135
2026-01-01863.6894470773492
2026-02-01429.4719379551106
2026-03-01418.7944588346797
2026-04-01526.7556366079258
Annual Return Matrix
YearAnnual Return
20200.117460425551829
20210.45023451699887507
2022-0.04056334565781927
20230.29479679733157904
20240.3693291954999609
2025-0.9659107105391852
2026-0.5355648739419179
Total Factor Risk
1.1753418115807048
VTI.US Exposure
0.1755851301460221
VEA.US Exposure
-0.0003068502695796751
VWO.US Exposure
-0.00047733097550871893
QQQ.US Exposure
0.008935002598619981
VTV.US Exposure
0.035005255039815615
IJR.US Exposure
-0.002307362338383897
QUAL.US Exposure
0.0032240050293687746
SHV.US Exposure
0.19068676265294734
TLT.US Exposure
0.024702522141351598
LQD.US Exposure
0.03993191568117284
HYG.US Exposure
0.004235631382151058
GLD.US Exposure
0.05450480752533825
USO.US Exposure
0.0006953872154355273
VNQ.US Exposure
0.012497767415925266
BTC-USD.CC Exposure
0.015008744723456592
CPER.US Exposure
0.003496167252500137
VIX.INDX Exposure
0.011352710262310514
UUP.US Exposure
0.003146666035790345
TIP.US Exposure
0.048219805816176665
Idiosyncratic Exposure
0.37186326266508957
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
117.5%

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 →
+9.3%
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 →
-95.8%
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 →
98.8% 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 T-REX 2X Long BMNR Daily Target ETF a high-risk investment?

T-REX 2X Long BMNR Daily Target ETF (BMNU.US) has an annualized volatility of 117.5% and experienced a maximum drawdown of 99.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BMNU.US has generated a Compound Annual Growth Rate (CAGR) of -35.7%. It has had a positive return in 57% 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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