ETRACS 2x Leveraged IFED Invest
Ticker
FEDL
ISIN
US90278V750
Price
USD 57.13
Change Today
-
Price 1 year ago
32.82 / 74.081 %
Morningstar
-
52 Week Low
33.89
52 Week High
57.13
200 Day Moving Average 45.68
45.68
50-day Moving Average
51.81
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.21 |
| Sortino Ratio | -0.09 |
| Maximum Drawdown | -3.22% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -5.80 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 0.31 |
| Volatility | 5.135% |
| Alpha | +30.08 |
| Beta | -- |
| R Squared | +91.98 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 32.205% |
| Average Annual Volatility | 38.617% |
| Sharpe Ratio | 0.83 |
| Sortino Ratio | 1.08 |
| Maximum Drawdown | -42.0% |
| Maximum Drawdown Date | 2022-10-12 |
| Calmar Ratio | -0.78 |
Company information
Summary
The investment seeks to provide 2 times leveraged long exposure to the compounded quarterly performance of the IFED Large-Cap US Equity Index Total Return, reduced by the Accrued Fees. The index is the total return version of the IFED Large-Cap US Equity Index. The index tracks large-cap U.S. equities that are determined by the index Sponsor to be best positioned to benefit from the prevailing monetary environment.
Market
US
Category
Trading--Leveraged Equity
Expense Ratio
-
Fund family
-
Morningstar
-
Yield
-
Exchange
PCX
| Sector | Weight |
|---|
None
Holdings
NoneAlternative funds
NoneSustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.