T Rex 2x Inverse Etf Performance
| MSTZ Etf | 0.95 0.12 11.21% |
The entity has a beta of -3.72, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning T REX are expected to decrease by larger amounts. On the other hand, during market turmoil, T REX is expected to outperform it.
Risk-Adjusted Performance
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Over the last 90 days T REX 2X Inverse has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of inconsistent performance in the last few months, the Etf's basic indicators remain fairly strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for the ETF investors. ...more
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MSTZ |
T REX Relative Risk vs. Return Landscape
If you would invest 2,445 in T REX 2X Inverse on August 25, 2024 and sell it today you would lose (2,350) from holding T REX 2X Inverse or give up 96.11% of portfolio value over 90 days. T REX 2X Inverse is currently does not generate positive expected returns and assumes 14.0518% risk (volatility on return distribution) over the 90 days horizon. In different words, most equities are less risky than MSTZ, and most traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
T REX Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for T REX's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as T REX 2X Inverse, and traders can use it to determine the average amount a T REX's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.3758
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MSTZ |
Estimated Market Risk
| 14.05 actual daily | 96 96% of assets are less volatile |
Expected Return
| -5.28 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.38 actual daily | 0 Most of other assets perform better |
Based on monthly moving average T REX is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of T REX by adding T REX to a well-diversified portfolio.
| T REX 2X generated a negative expected return over the last 90 days | |
| T REX 2X has high historical volatility and very poor performance | |
| T REX 2X has some characteristics of a very speculative penny stock |