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ETRACS 2x Leveraged IFED Invest with the Fed TR In...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

UBS

Inception Date

Sep 14, 2021

Region

North America (U.S.)

Leveraged

1x

Index Tracked

IFED Large-Cap US Equity Index - Benchmark TR Gross (200%)

Asset Class

Equity

Expense Ratio

FEDL has a high expense ratio of 0.95%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
FEDL vs. JPM
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Performance

Performance Chart


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S&P 500

Returns By Period


FEDL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of FEDL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.98%7.96%10.03%-9.58%7.11%1.65%0.69%2.27%3.79%-0.11%19.27%1.11%59.56%
202313.61%-5.07%-8.02%-0.42%-1.40%14.98%6.91%-3.28%-4.16%-6.45%17.93%9.45%34.02%
20221.40%7.04%8.70%-17.40%4.23%-23.35%20.23%-5.22%-17.90%23.73%11.86%-11.78%-11.06%
20210.14%12.61%-3.82%10.79%20.16%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 86, FEDL is among the top 14% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FEDL is 8686
Overall Rank
The Sharpe Ratio Rank of FEDL is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of FEDL is 8383
Sortino Ratio Rank
The Omega Ratio Rank of FEDL is 8686
Omega Ratio Rank
The Calmar Ratio Rank of FEDL is 8686
Calmar Ratio Rank
The Martin Ratio Rank of FEDL is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ETRACS 2x Leveraged IFED Invest with the Fed TR Index ETN (FEDL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


There isn't enough data available to calculate the Sharpe ratio for ETRACS 2x Leveraged IFED Invest with the Fed TR Index ETN. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History


ETRACS 2x Leveraged IFED Invest with the Fed TR Index ETN doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the ETRACS 2x Leveraged IFED Invest with the Fed TR Index ETN. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ETRACS 2x Leveraged IFED Invest with the Fed TR Index ETN was 42.44%, occurring on Oct 12, 2022. Recovery took 322 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.44%Mar 30, 2022136Oct 12, 2022322Jan 25, 2024458
-20.48%Jul 17, 202414Aug 5, 202447Oct 10, 202461
-13.13%Jan 18, 20224Jan 21, 202212Feb 8, 202216
-11.91%Feb 10, 20229Feb 23, 202216Mar 17, 202225
-11.48%Apr 2, 202414Apr 19, 202418May 15, 202432
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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