Tradr 2X Long GEV Daily ETF (GEVX) Performance
GEVX total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +18.5% since Dec 31, 2025
- 1 year
- +31.2% total return
- Since first price
- +46.9% since 2025
GEVX trailing returns vs SPY, QQQ, AGG
| Period | GEVX total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −29.4% | −29.4% | −1.0% | −5.0% | +0.9% |
| 3 months | −42.7% | −42.7% | +3.2% | +1.9% | −0.4% |
| 6 months | −58.1% | −58.1% | +7.8% | +8.4% | −1.5% |
| YTD | +18.5% | +18.5% | +12.3% | +15.1% | −1.0% |
| 1 year | +31.2% | +31.2% | +14.4% | +15.9% | −1.1% |
| Since inceptionJul 11, 2025 | +46.9% | +46.9% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: GEVX vs SPY
From Jul 11, 2025: GEVX grew to $14,691, SPY to $12,352.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
GEVX returns by calendar year
2026 is year to date.
GEVX annual returns table
| Year | GEVX | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +18.5% | −58.3% | +12.3% | +15.1% | −1.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
GEVX largest drawdowns
Now 58.3% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Apr 24, 2026 | −58.3% | Oct 23, 2026 | not yet | 6 months | 6 months so far |
| Aug 4, 2025 | −36.4% | Nov 4, 2025 | Dec 10, 2025 | 3 months | 4 months |
| Dec 10, 2025 | −29.1% | Dec 17, 2025 | Feb 2, 2026 | 7 days | 54 days |
| Mar 25, 2026 | −22.8% | Mar 30, 2026 | Apr 8, 2026 | 5 days | 14 days |
| Mar 2, 2026 | −20.2% | Mar 6, 2026 | Mar 24, 2026 | 4 days | 22 days |
| Feb 3, 2026 | −11.1% | Feb 5, 2026 | Feb 9, 2026 | 2 days | 6 days |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
GEVX risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +33.5% |
| Volatility (annualized) | 88.6% |
| Sharpe ratio | 0.67 |
| Sortino ratio | 1.33 |
| Best month | +50.1% |
| Worst month | −31.6% |
| Best 12 months | +68.8% |
| Worst 12 months | +51.6% |
| Positive months | 50% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
GEVX rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 4 | +36.3% | +55.5% | +68.8% | 100% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
GEVX performance overview
Tradr 2X Long GEV Daily ETF (GEVX) returned +31.2% over the past year, with distributions reinvested. Since its first recorded price on Jul 11, 2025 it has returned +46.9%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −58.3%, from Apr 24, 2026 to Oct 23, 2026; the fund has not yet regained that high. Volatility has been 88.6% a year.
Related: GEVX chart. See the GEVX overview for the latest quote and fund facts.
GEVX performance FAQ
What is the GEVX return over the past year?
GEVX returned +31.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 31.2%.
How much would $10,000 invested in GEVX be worth?
$10,000 invested in GEVX at its first recorded close on July 11, 2025 would be worth about $14,691 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of GEVX?
The largest peak-to-trough decline was −58.3% between April 24, 2026 and October 23, 2026. It has not yet recovered to that high; it is 58.3% below its peak.
How volatile is GEVX?
Over the past history GEVX had an annualized volatility of 88.6% and a Sharpe ratio of 0.67 (excess return over 1–3 month T-bills per unit of risk).