Megashort 20 Year Etf Performance

TLTD Etf   18.47  0.31  1.65%   
The etf secures a Beta (Market Risk) of -0.29, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MegaShort are expected to decrease at a much lower rate. During the bear market, MegaShort is likely to outperform the market.

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in MegaShort 20 Year are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, MegaShort may actually be approaching a critical reversion point that can send shares even higher in February 2026. ...more
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LongPoint Announces ETF Closures - The Globe and Mail
12/29/2025
  

MegaShort Relative Risk vs. Return Landscape

If you would invest  1,659  in MegaShort 20 Year on October 27, 2025 and sell it today you would earn a total of  188.00  from holding MegaShort 20 Year or generate 11.33% return on investment over 90 days. MegaShort 20 Year is generating 0.1862% of daily returns and assumes 1.7886% volatility on return distribution over the 90 days horizon. Simply put, 16% of etfs are less volatile than MegaShort, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon MegaShort is expected to generate 2.44 times more return on investment than the market. However, the company is 2.44 times more volatile than its market benchmark. It trades about 0.1 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.07 per unit of risk.

MegaShort Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for MegaShort's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as MegaShort 20 Year, and traders can use it to determine the average amount a MegaShort'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.

Estimated Market Risk

 1.79
  actual daily
16
84% of assets are more volatile

Expected Return

 0.19
  actual daily
3
97% of assets have higher returns

Risk-Adjusted Return

 0.1
  actual daily
8
92% of assets perform better
Based on monthly moving average MegaShort is performing at about 8% of its full potential. 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 MegaShort by adding it to a well-diversified portfolio.