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ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD)

ETF · Currency in USD · Last updated Aug 11, 2022

CEFD is a passive ETF by UBS tracking the investment results of the S-Network Composite Closed-End Fund Index (150%). CEFD launched on Jun 2, 2020 and has a 0.95% expense ratio.

ETF Info

IssuerUBS
Inception DateJun 2, 2020
CategoryLeveraged
Leveraged1.5x
Expense Ratio0.95%
Index TrackedS-Network Composite Closed-End Fund Index (150%)
Asset ClassMulti-Asset

Trading Data

Previous Close$24.57
Year Range$20.47 - $29.98
EMA (50)$23.02
EMA (200)$25.31
Average Volume$11.60K

CEFDShare Price Chart


Chart placeholderClick Calculate to get results

CEFDPerformance

The chart shows the growth of $10,000 invested in ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN in Jun 2020 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,309 for a total return of roughly 23.09%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-7.95%
-4.71%
CEFD (ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN)
Benchmark (^GSPC)

CEFDReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M13.10%9.23%
6M-11.08%-8.22%
YTD-17.23%-11.66%
1Y-16.47%-5.11%
5Y9.95%14.61%
10Y9.95%14.61%

CEFDMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-7.30%-5.34%1.61%-9.08%-0.62%-10.49%10.94%3.46%
2021-0.17%2.86%5.07%4.77%2.85%2.70%-0.15%2.37%-3.69%4.12%-3.35%3.21%
2020-2.58%5.48%4.24%-3.53%-3.08%15.76%5.07%

CEFDSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN Sharpe ratio is -0.88. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.50-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.88
-0.25
CEFD (ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN)
Benchmark (^GSPC)

CEFDDividend History

ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN granted a 15.04% dividend yield in the last twelve months. The annual payout for that period amounted to $3.70 per share.


PeriodTTM20212020
Dividend$3.70$3.31$1.57

Dividend yield

15.04%11.16%6.45%

CEFDDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-18.05%
-12.22%
CEFD (ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN)
Benchmark (^GSPC)

CEFDWorst Drawdowns

The table below shows the maximum drawdowns of the ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN is 31.72%, recorded on Jun 16, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.72%Nov 10, 2021151Jun 16, 2022
-7.88%Sep 3, 202041Oct 30, 20207Nov 10, 202048
-7.11%Jun 9, 20203Jun 11, 202033Jul 29, 202036
-4.15%Sep 3, 202121Oct 4, 202120Nov 1, 202141
-3.78%May 10, 20213May 12, 20218May 24, 202111
-3.45%Jul 6, 202110Jul 19, 202111Aug 3, 202121
-2.4%Jun 15, 20214Jun 18, 20218Jun 30, 202112
-2.28%Feb 18, 20216Feb 25, 20212Mar 1, 20218
-2.01%Jan 22, 20214Jan 27, 20215Feb 3, 20219
-1.76%Mar 3, 20212Mar 4, 20214Mar 10, 20216

CEFDVolatility Chart

Current ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN volatility is 11.31%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%MarchAprilMayJuneJulyAugust
11.31%
15.05%
CEFD (ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN)
Benchmark (^GSPC)