3EDGE Dynamic Fixed Income ETF

10-Year Study

EDGF.US · · US · ETF

Executive Summary: 3EDGE Dynamic Fixed Income ETF has compounded at 3.1% annually over the last 10 years, with a maximum drawdown of 0.8% and an annualized volatility of 10.4%.

1Y CAGR
+3.2%
3Y CAGR
+3.1%
5Y CAGR
+3.1%
10Y CAGR
+3.1%

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 →
0.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +4.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.6%
% 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.
2026-0.11.1-0.60.2————————0.6%
20250.51.10.30.3-0.20.60.01.00.30.30.3-0.14.4%
2024——————————0.5-0.8-0.3%

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 10.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 89.2% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-10-0110000
2024-11-0110051.448492419895
2024-12-019969.31660870446
2025-01-0110021.440388965797
2025-02-0110131.38569065064
2025-03-0110160.465273322754
2025-04-0110187.05473207955
2025-05-0110162.533342337172
2025-06-0110222.254110814734
2025-07-0110222.254110814734
2025-08-0110325.530945065333
2025-09-0110351.613937941049
2025-10-0110378.667657088836
2025-11-0110414.078063274472
2025-12-0110403.653307222203
2026-01-0110390.991660195159
2026-02-0110504.946483438567
2026-03-0110439.527973798833
2026-04-0110462.740993348414
Annual Return Matrix
YearAnnual Return
20250.04356734925426209
20260.005679513184584151
Total Factor Risk
0.10443014903138323
VTI.US Exposure
-0.00007314338193371872
VEA.US Exposure
-0.0012629286362276298
VWO.US Exposure
0.0071821131667593055
QQQ.US Exposure
-0.000615513313688285
VTV.US Exposure
0.0021328114876234486
IJR.US Exposure
0.00010244879027494881
QUAL.US Exposure
0.00392648675958032
SHV.US Exposure
0.8923095976602603
TLT.US Exposure
-0.0038038590506646237
LQD.US Exposure
0.04148020096412512
HYG.US Exposure
0.03186342454418469
GLD.US Exposure
0.00007755438882975772
USO.US Exposure
-0.00018617019366343047
VNQ.US Exposure
0.006702493123427207
BTC-USD.CC Exposure
0.00024903840719951373
CPER.US Exposure
-0.0007205275045494683
VIX.INDX Exposure
0.0005463470131005937
UUP.US Exposure
-0.00040866504740236665
TIP.US Exposure
0.019729151099725614
Idiosyncratic Exposure
0.0007691397230386367
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
10.4%

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
$18
Avg Yield on Cost
0.18%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$18.150.18%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 →
+0.1%
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 →
+0.9%
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 →
0.4% 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 3EDGE Dynamic Fixed Income ETF a high-risk investment?

3EDGE Dynamic Fixed Income ETF (EDGF.US) has an annualized volatility of 10.4% and experienced a maximum drawdown of 0.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, EDGF.US has generated a Compound Annual Growth Rate (CAGR) of 3.1%. 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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