T-Rex 2X Inverse Bitcoin Daily Target ETF

10-Year Study

BTCZ.US · · US · ETF

Executive Summary: T-Rex 2X Inverse Bitcoin Daily Target ETF has compounded at -56.3% annually over the last 10 years, with a maximum drawdown of 85.8% and an annualized volatility of 112.2%.

1Y CAGR
+20.0%
3Y CAGR
-56.3%
5Y CAGR
-56.3%
10Y CAGR
-56.3%

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 →
85.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.92
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
81.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +4.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -29.1%
% 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.
20264.839.9-11.3-19.9————————4.0%
2025-19.240.4-2.6-28.7-20.8-7.7-16.412.6-12.34.438.62.9-29.1%
2024———————7.2-18.0-21.3-54.82.1-68.1%

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 112.2%. The dominant macroeconomic risk driver is BTC-USD.CC, accounting for 65.2% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-07-0110000
2024-08-0110723.75835569376
2024-09-018794.630832586847
2024-10-016920.8056518414805
2024-11-013124.8324249089355
2024-12-013191.8911592096606
2025-01-012579.306064885895
2025-02-013621.7753325366257
2025-03-013527.7382897296457
2025-04-012514.823221090478
2025-05-011990.9017487255069
2025-06-011837.755539202322
2025-07-011536.8364128886255
2025-08-011730.2844318128243
2025-09-011518.0290555734346
2025-10-011585.1984816774318
2025-11-012197.78370411671
2025-12-012262.266291681101
2026-01-012369.7372709550855
2026-02-013315.482872493292
2026-03-012939.3340863109083
2026-04-012353.616690684055
Annual Return Matrix
YearAnnual Return
2025-0.29124579165122366
20260.04038003807901447
Total Factor Risk
1.1217392890147058
VTI.US Exposure
-0.11793652138141193
VEA.US Exposure
-0.029229544364248166
VWO.US Exposure
0.005381352851062039
QQQ.US Exposure
0.12934635525121616
VTV.US Exposure
0.13803357905838004
IJR.US Exposure
-0.0014352832694787432
QUAL.US Exposure
-0.004886710159984245
SHV.US Exposure
0.15174192859308058
TLT.US Exposure
-0.006089744937463495
LQD.US Exposure
0.03938188801541325
HYG.US Exposure
0.0030346928719015708
GLD.US Exposure
0.0007889814062932806
USO.US Exposure
0.0014240637949396514
VNQ.US Exposure
0.0019394858998996397
BTC-USD.CC Exposure
0.6520610454956868
CPER.US Exposure
-0.004241736959990058
VIX.INDX Exposure
0.025136039016461532
UUP.US Exposure
0.003993411667444617
TIP.US Exposure
0.008848303693920315
Idiosyncratic Exposure
0.00270841345687729
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
112.2%

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 →0.01%
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 →
-19.4%
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 →
38.6% 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 Inverse Bitcoin Daily Target ETF a high-risk investment?

T-Rex 2X Inverse Bitcoin Daily Target ETF (BTCZ.US) has an annualized volatility of 112.2% and experienced a maximum drawdown of 85.8% over the last 10 years. Its primary macro risk driver is BTC-USD.CC.

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

Over the past 10 years, BTCZ.US has generated a Compound Annual Growth Rate (CAGR) of -56.3%. 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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