REX Crypto Equity Premium Income ETF

10-Year Study

CEPI.US · · US · ETF

Executive Summary: REX Crypto Equity Premium Income ETF has compounded at 10.9% annually over the last 10 years, with a maximum drawdown of 19.9% and an annualized volatility of 221.3%.

1Y CAGR
+21.2%
3Y CAGR
+10.9%
5Y CAGR
+10.9%
10Y CAGR
+10.9%

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 →
19.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.83
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +10.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 3.6%
% 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.
20262.8-4.0-7.914.0————————3.6%
20257.4-9.3-9.53.25.711.52.61.67.94.2-10.3-1.810.7%

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 221.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 87.5% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-12-0110000
2025-01-0110743.67195935727
2025-02-019742.967618809762
2025-03-018820.56671701652
2025-04-019100.320587551903
2025-05-019616.432428146272
2025-06-0110724.77087355624
2025-07-0110999.290400160637
2025-08-0111178.252639389102
2025-09-0112057.781547086777
2025-10-0112566.980790234224
2025-11-0111274.732999912208
2025-12-0111074.856310078138
2026-01-0111384.179537659698
2026-02-0110934.086535848748
2026-03-0110066.21772092768
2026-04-0111470.82186036796
Annual Return Matrix
YearAnnual Return
20250.10748563100781383
20260.03575356096760296
Total Factor Risk
2.2126882452452663
VTI.US Exposure
0.012840402693915237
VEA.US Exposure
0.0306321440032619
VWO.US Exposure
-0.005991951167284807
QQQ.US Exposure
-0.006636666294623554
VTV.US Exposure
-0.00025781522915810254
IJR.US Exposure
0.03490744976326184
QUAL.US Exposure
0.003311787711487153
SHV.US Exposure
0.8751547020878561
TLT.US Exposure
0.006473921133625719
LQD.US Exposure
-0.0019479153212557095
HYG.US Exposure
0.015928120571599143
GLD.US Exposure
0.0011705894173017195
USO.US Exposure
0.0010367705345995246
VNQ.US Exposure
-0.006522113168385844
BTC-USD.CC Exposure
0.010173887990889308
CPER.US Exposure
0.0026365265116486784
VIX.INDX Exposure
-0.0036177753952464334
UUP.US Exposure
-0.0002754225349610784
TIP.US Exposure
0.030906528896165606
Idiosyncratic Exposure
0.00007682779530367065
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
221.3%

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
$770
Avg Yield on Cost
7.70%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$769.967.70%Solid

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 →
+6.6%
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 →
+1.6%
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 →
11.1% 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 REX Crypto Equity Premium Income ETF a high-risk investment?

REX Crypto Equity Premium Income ETF (CEPI.US) has an annualized volatility of 221.3% and experienced a maximum drawdown of 19.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CEPI.US has generated a Compound Annual Growth Rate (CAGR) of 10.9%. 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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