Megashort 20 Year Etf Performance
| TLTD Etf | 19.91 0.18 0.91% |
The etf secures a Beta (Market Risk) of -0.15, 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
Very Weak
Weak | Strong |
Over the last 90 days MegaShort 20 Year has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, MegaShort is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
1 | Multiple ETFs holding collateralized loan obligations launched - Advisor.ca | 06/09/2025 |
MegaShort |
MegaShort Relative Risk vs. Return Landscape
If you would invest 2,015 in MegaShort 20 Year on April 29, 2025 and sell it today you would lose (24.00) from holding MegaShort 20 Year or give up 1.19% of portfolio value over 90 days. MegaShort 20 Year is generating negative expected returns and assumes 2.143% volatility on return distribution over the 90 days horizon. Simply put, 19% of etfs are less volatile than MegaShort, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| 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.
Sharpe Ratio = -0.0028
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | TLTD |
Estimated Market Risk
| 2.14 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MegaShort is not performing at its full potential. However, 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 MegaShort to a well-diversified portfolio.
| MegaShort 20 Year generated a negative expected return over the last 90 days |