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Issuer
Max
Inception Date
Dec 4, 2023
Leveraged
4x
Index Tracked
S&P 500 Index (400%)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$149M

Share Price Chart


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Performance

XXXX Performance Chart

MAX S&P 500 4X Leveraged ETN (XXXX) is up 22.4% since the beginning of the year. XXXX is currently trading at $34 per share.


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S&P 500 Index

Returns By Period

MAX S&P 500 4X Leveraged ETN (XXXX) has returned 22.43% so far this year and 80.24% over the past 12 months.


MAX S&P 500 4X Leveraged ETN

1D
3.87%
1M
-0.36%
YTD
22.43%
6M
22.30%
1Y
80.24%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.34%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XXXX Monthly Returns History

Based on dividend-adjusted daily data since Dec 5, 2023, XXXX's average daily return is +0.23%, while the average monthly return is +4.30%. At this rate, an investment would double in approximately 1.4 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +44.5%, while the worst month was Mar 2025 at -24.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, XXXX closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +37.2%, while the worst single day was Apr 4, 2025 at -24.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.10%-5.94%-21.62%44.53%19.42%-6.67%22.43%
20257.40%-7.95%-24.11%-15.17%22.29%18.81%6.71%5.07%12.03%6.04%-2.35%-2.44%17.36%
20243.11%18.52%10.48%-18.08%17.76%11.72%0.81%4.80%5.32%-6.87%21.96%-12.26%61.36%
202316.77%16.77%

Benchmark Metrics

MAX S&P 500 4X Leveraged ETN has an annualized alpha of -19.93%, beta of 3.94, and R2 of 1.00 versus S&P 500 Index. Calculated based on daily prices since December 05, 2023.

  • This ETF captured 536.93% of S&P 500 Index gains and 315.86% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This ETF had an annualized alpha of -19.93% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • Beta of 3.94 means this ETF moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

Alpha
-19.93%
Beta
3.94
1.00
Upside Capture
536.93%
Downside Capture
315.86%

Expense Ratio

XXXX has a high expense ratio of 2.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

XXXX ranks 44 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


XXXX Risk / Return Rank: 4444
Overall Rank
XXXX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XXXX Sortino Ratio Rank: 4141
Sortino Ratio Rank
XXXX Omega Ratio Rank: 4343
Omega Ratio Rank
XXXX Calmar Ratio Rank: 4343
Calmar Ratio Rank
XXXX Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for MAX S&P 500 4X Leveraged ETN (XXXX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XXXXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.27

1.35

-0.08

Calmar ratioReturn relative to maximum drawdown

2.10

2.66

-0.56

Martin ratioReturn relative to average drawdown

7.84

11.86

-4.02

Dividends

Dividend History


MAX S&P 500 4X Leveraged 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 MAX S&P 500 4X Leveraged 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 MAX S&P 500 4X Leveraged ETN was 62.27%, occurring on Apr 8, 2025. Recovery took 122 trading sessions.

The current MAX S&P 500 4X Leveraged ETN drawdown is 8.05%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-62.27%Apr 2025
4mo 4d5mo 27d
10mo 1dDec 2024 - Oct 2025
2026 bear market2026
-37.25%Mar 2026
5mo 1d1mo 1d
6mo 2dOct 2025 - Apr 2026
2024 bear market2024
-31.99%Aug 2024
19d2mo 10d
2mo 29dJul 2024 - Oct 2024
2024 bear market2024
-21.75%Apr 2024
22d1mo 2d
1mo 24dMar 2024 - May 2024
2026 correction2026
-17.78%Jun 2026
7d
18d 19hJun 2026 - now

Drawdown Indicators


XXXXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-62.27%

-56.78%

-5.49%

Max Drawdown (1Y)

Largest decline over 1 year

-37.25%

-9.10%

-28.15%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-8.05%

-2.49%

-5.56%

Average Drawdown

Average peak-to-trough decline

-11.55%

-10.72%

-0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.96%

2.03%

+7.93%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with XXXX

Add MAX S&P 500 4X Leveraged ETN to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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