Tradr 2X Long GEV Daily ETF

10-Year Study

GEVX.US · · US · ETF

Executive Summary: Tradr 2X Long GEV Daily ETF has compounded at -52.2% annually over the last 10 years, with a maximum drawdown of 76.0% and an annualized volatility of 1154.8%.

1Y CAGR
-52.2%
3Y CAGR
-52.2%
5Y CAGR
-52.2%
10Y CAGR
-52.2%

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 →
76.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
112.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-39.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -39.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202621.741.8-3.150.1-22.1-69.2——————-39.8%
2025———————-15.2-2.2-11.72.212.5-15.7%

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 1154.8%. The dominant macroeconomic risk driver is VIX.INDX, accounting for 20.6% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-07-0110000
2025-08-018484.3537414966
2025-09-018299.319727891158
2025-10-017330.6122448979595
2025-11-017493.877551020408
2025-12-018432.65306122449
2026-01-0110263.945578231293
2026-02-0114557.823129251701
2026-03-0114111.564625850338
2026-04-0121186.39455782313
2026-05-0116511.56462585034
2026-06-015080.272108843537
Annual Return Matrix
YearAnnual Return
2026-0.39754759599870915
Total Factor Risk
11.548127627033589
VTI.US Exposure
0.006225124268200595
VEA.US Exposure
0.048541618246044686
VWO.US Exposure
0.07355554566691824
QQQ.US Exposure
0.017807164382809278
VTV.US Exposure
0.15304215742134097
IJR.US Exposure
-0.001399750295706703
QUAL.US Exposure
-0.004765171854910892
SHV.US Exposure
0.1910542201831675
TLT.US Exposure
-0.0028015959411438365
LQD.US Exposure
0.0028973345844847467
HYG.US Exposure
0.08090293363503832
GLD.US Exposure
-0.0008160209569142791
USO.US Exposure
0.008098916089946104
VNQ.US Exposure
0.010933225697765904
BTC-USD.CC Exposure
0.049330817839466315
CPER.US Exposure
-0.00016065780528411947
VIX.INDX Exposure
0.20567493554955923
UUP.US Exposure
0.1221423634328333
TIP.US Exposure
0.03973683978139936
Idiosyncratic Exposure
7.498542375767264e-11
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
1154.8%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-70.7%
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 →
-55.3%
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 →
78.8% 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
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
13
OversoldNeutralOverbought
Oversold
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-69.6%
50.0% retracement-65.0%
61.8% retracement-58.6%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Tradr 2X Long GEV Daily ETF a high-risk investment?

Tradr 2X Long GEV Daily ETF (GEVX.US) has an annualized volatility of 1154.8% and experienced a maximum drawdown of 76.0% over the last 10 years. Its primary macro risk driver is VIX.INDX.

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

Over the past 10 years, GEVX.US has generated a Compound Annual Growth Rate (CAGR) of -52.2%. It has had a positive return in 0% 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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