GraniteShares 2x Long CRWD Daily ETF

10-Year Study

CRWL.US · · US · ETF

Executive Summary: GraniteShares 2x Long CRWD Daily ETF has compounded at -24.7% annually over the last 10 years, with a maximum drawdown of 90.7% and an annualized volatility of 84.3%.

1Y CAGR
-45.6%
3Y CAGR
+2.8%
5Y CAGR
-20.8%
10Y CAGR
-24.7%

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 →
90.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
94.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +81.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -62.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-13.8-32.96.412.1————————-31.0%
202531.9-7.0-22.139.717.814.0-22.2-15.129.919.0-14.0-17.130.4%
2024-15.4-13.6-5.30.0-6.721.4-12.76.7-1.1-4.3178.8-5.881.8%
20235.0-8.1-10.0-5.8-7.1-10.73.410.5-12.5-0.6-18.4-8.5-49.6%
2022-3.2-10.2-25.8-10.1-15.0-17.4-1.417.3-9.5-5.40.7-7.9-62.6%
2021———-4.6-22.04.320.07.3-16.7-5.9-0.8-1.4-23.3%

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 84.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 54.2% of variance. Idiosyncratic stock-specific factors contribute 40.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-03-0110000
2021-04-019544.444613986545
2021-05-017444.444444444444
2021-06-017766.666836208768
2021-07-019322.222391764322
2021-08-0110000
2021-09-018333.333333333334
2021-10-017844.444274902344
2021-11-017777.777777777778
2021-12-017666.666666666667
2022-01-017422.222561306424
2022-02-016666.666666666666
2022-03-014944.444444444444
2022-04-014444.444444444444
2022-05-013777.777777777778
2022-06-013122.2222646077475
2022-07-013077.777862548828
2022-08-013611.111111111111
2022-09-013266.6666242811416
2022-10-013088.8888041178384
2022-11-013111.1111111111113
2022-12-012866.666581895616
2023-01-013011.1111534966362
2023-02-012766.6666242811416
2023-03-012488.8888465033638
2023-04-012344.4444868299697
2023-05-012177.777820163303
2023-06-011944.4444444444446
2023-07-012011.1111534966365
2023-08-012222.222222222222
2023-09-011944.4444444444446
2023-10-011933.333290947808
2023-11-011577.7777565850151
2023-12-011444.4444444444443
2024-01-011222.2222222222222
2024-02-011055.5555555555557
2024-03-011000
2024-04-011000
2024-05-01933.3332909478081
2024-06-011133.3333121405708
2024-07-01988.8888465033638
2024-08-011055.5555555555557
2024-09-011044.4444020589192
2024-10-011000
2024-11-012787.777777777778
2024-12-012625.555555555555
2025-01-013462.222222222222
2025-02-013220
2025-03-012507.777777777778
2025-04-013503.3333333333335
2025-05-014125.555555555556
2025-06-014702.222222222222
2025-07-013656.6666666666665
2025-08-013105.555555555555
2025-09-014033.333333333333
2025-10-014801.111111111111
2025-11-014131.111111111111
2025-12-013423
2026-01-012949.1111111111113
2026-02-011980
2026-03-012105.8888888888887
2026-04-012361.111111111111
Annual Return Matrix
YearAnnual Return
2022-0.6260869675788326
2023-0.4961240161074858
20240.8176923076923077
20250.30372407955988145
2026-0.3102217028597396
Total Factor Risk
0.8427406700259636
VTI.US Exposure
0.5421194964792544
VEA.US Exposure
0.04600725953626593
VWO.US Exposure
0.0031218553663587387
QQQ.US Exposure
-0.06194282908568349
VTV.US Exposure
-0.007205883458666608
IJR.US Exposure
-0.02803133604093654
QUAL.US Exposure
-0.024357063694385506
SHV.US Exposure
0.01115250273497744
TLT.US Exposure
0.007251989613410762
LQD.US Exposure
0.019509637135702914
HYG.US Exposure
0.002503437239742417
GLD.US Exposure
-0.004207464307374744
USO.US Exposure
0.0032330299587583593
VNQ.US Exposure
0.000480663746690966
BTC-USD.CC Exposure
0.029006174952650114
CPER.US Exposure
0.0008986168741735303
VIX.INDX Exposure
0.037643064110037316
UUP.US Exposure
0.018015036803426122
TIP.US Exposure
-0.000010389404473421053
Idiosyncratic Exposure
0.4048122014400714
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
84.3%

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
$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 →
+1.0%
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 →
-30.4%
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 →
53.2% 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 GraniteShares 2x Long CRWD Daily ETF a high-risk investment?

GraniteShares 2x Long CRWD Daily ETF (CRWL.US) has an annualized volatility of 84.3% and experienced a maximum drawdown of 90.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CRWL.US has generated a Compound Annual Growth Rate (CAGR) of -24.7%. It has had a positive return in 40% 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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