REX FANG & Innovation Equity Premium Income ETF

10-Year Study

FEPI.US · · US · ETF

Executive Summary: REX FANG & Innovation Equity Premium Income ETF has compounded at 19.7% annually over the last 10 years, with a maximum drawdown of 11.5% and an annualized volatility of 50.2%.

1Y CAGR
+23.4%
3Y CAGR
+19.7%
5Y CAGR
+19.7%
10Y CAGR
+19.7%

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 →
11.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.89
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +18.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -1.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.8-3.6-4.18.9————————-1.0%
20250.6-5.5-6.01.96.17.82.31.65.55.5-3.21.418.3%
20242.03.90.9-4.75.34.7-3.20.13.10.14.0-0.915.7%
2023——————————10.05.115.7%

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 50.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 89.7% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-10-0110000
2023-11-0111003.275928996145
2023-12-0111569.035759504004
2024-01-0111797.697780131837
2024-02-0112253.171628931208
2024-03-0112368.500292040184
2024-04-0111785.290607189629
2024-05-0112406.955272504325
2024-06-0112988.133373481302
2024-07-0112575.286507743602
2024-08-0112582.723555852233
2024-09-0112971.191415107003
2024-10-0112988.24220833167
2024-11-0113512.28201286428
2024-12-0113384.038280844703
2025-01-0113470.09036920409
2025-02-0112729.614325568573
2025-03-0111959.716594049636
2025-04-0112183.807550961918
2025-05-0112930.559737635454
2025-06-0113936.266311623202
2025-07-0114260.158826324974
2025-08-0114492.448675298481
2025-09-0115285.854734497381
2025-10-0116133.895888582138
2025-11-0115618.236367528036
2025-12-0115838.155321842793
2026-01-0115556.20050281701
2026-02-0115001.070209361975
2026-03-0114391.595047288743
2026-04-0115675.846281657337
Annual Return Matrix
YearAnnual Return
20240.15688451129988668
20250.18336147801597624
2026-0.010247976288097815
Total Factor Risk
0.5020049523799999
VTI.US Exposure
0.0014612439452593342
VEA.US Exposure
-0.0012609580762424672
VWO.US Exposure
0.0052622101497758296
QQQ.US Exposure
0.10403729796840508
VTV.US Exposure
0.0033990404739483266
IJR.US Exposure
-0.0012832940940853913
QUAL.US Exposure
-0.023633034367315703
SHV.US Exposure
0.8967167143207413
TLT.US Exposure
0.009751497802616662
LQD.US Exposure
-0.007752571497220259
HYG.US Exposure
-0.0031967679674112346
GLD.US Exposure
0.0005937282244762385
USO.US Exposure
-0.0009044557304380661
VNQ.US Exposure
0.0005206031226742476
BTC-USD.CC Exposure
0.0031061371953723816
CPER.US Exposure
-0.00009811913794709298
VIX.INDX Exposure
0.0098294728050915
UUP.US Exposure
-0.00027265969442656944
TIP.US Exposure
-0.0009856794902478852
Idiosyncratic Exposure
0.0047095940469738294
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
50.2%

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 →0.00%
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
$635
Avg Yield on Cost
6.35%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$635.056.35%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 →
+4.7%
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 →
+3.7%
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 →
3.4% 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 REX FANG & Innovation Equity Premium Income ETF a high-risk investment?

REX FANG & Innovation Equity Premium Income ETF (FEPI.US) has an annualized volatility of 50.2% and experienced a maximum drawdown of 11.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FEPI.US has generated a Compound Annual Growth Rate (CAGR) of 19.7%. It has had a positive return in 67% 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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