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Credit Suisse X-Links Monthly Pay 2xLeveraged Mortgage REIT ETN (REML)

ETF · Currency in USD
ISIN
US22539T2823
CUSIP
22539T282
Issuer
Credit Suisse Group AG
Inception Date
Jul 12, 2016
Region
North America (U.S.)
Category
Leveraged Real Estate
Leveraged
2x
Expense Ratio
1.30%
Index Tracked
FTSE Nareit All Mortgage Capped Index (200%)
Asset Class
Real Estate

Asset Class Size

Multi-Cap

Asset Class Style

Blend

REMLPrice Chart


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REMLPerformance

The chart shows the growth of $10,000 invested in Credit Suisse X-Links Monthly Pay 2xLeveraged Mortgage REIT ETN on Jul 14, 2016 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $6,756 for a total return of roughly -32.44%. All prices are adjusted for splits and dividends.


REML (Credit Suisse X-Links Monthly Pay 2xLeveraged Mortgage REIT ETN)
Benchmark (S&P 500)

REMLReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-12.62%0.92%
6M-14.17%11.41%
YTD23.13%25.82%
1Y29.94%28.17%
5Y-10.24%16.75%
10Y-7.32%16.49%

REMLMonthly Returns Heatmap


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REMLSharpe 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 Credit Suisse X-Links Monthly Pay 2xLeveraged Mortgage REIT ETN Sharpe ratio is 0.68. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


REML (Credit Suisse X-Links Monthly Pay 2xLeveraged Mortgage REIT ETN)
Benchmark (S&P 500)

REMLDividends

Credit Suisse X-Links Monthly Pay 2xLeveraged Mortgage REIT ETN granted a 0.00% dividend yield in the last twelve months, as of Jan 8, 2022. The annual payout for that period amounted to $1.10 per share.


PeriodTTM202120202019201820172016
Dividend$1.10$1.10$1.75$4.84$5.43$5.75$1.50

Dividend yield

0.00%18.31%36.03%27.65%43.21%41.23%14.86%

REMLDrawdowns Chart

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


REML (Credit Suisse X-Links Monthly Pay 2xLeveraged Mortgage REIT ETN)
Benchmark (S&P 500)

REMLWorst Drawdowns

The table below shows the maximum drawdowns of the Credit Suisse X-Links Monthly Pay 2xLeveraged Mortgage REIT 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 Credit Suisse X-Links Monthly Pay 2xLeveraged Mortgage REIT ETN is 94.96%, recorded on Apr 3, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.96%Feb 21, 202031Apr 3, 2020
-22.86%Oct 19, 201774Feb 5, 2018121Jul 30, 2018195
-22.78%Sep 7, 201875Dec 24, 201866Apr 1, 2019141
-16.2%Apr 25, 201991Sep 3, 201935Oct 22, 2019126
-11.7%Sep 8, 201613Oct 6, 201626Nov 22, 201639
-11.05%Apr 28, 20178May 9, 201724Jun 15, 201732
-9.8%Dec 12, 20163Dec 15, 20167Jan 4, 201710
-7.2%Jun 27, 201715Jul 18, 201749Sep 26, 201764
-5.33%Mar 2, 20175Mar 9, 20173Mar 22, 20178
-5.17%Nov 30, 20162Dec 1, 20163Dec 8, 20165

REMLVolatility Chart

Current Credit Suisse X-Links Monthly Pay 2xLeveraged Mortgage REIT ETN volatility is 33.22%. 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.


REML (Credit Suisse X-Links Monthly Pay 2xLeveraged Mortgage REIT ETN)
Benchmark (S&P 500)

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