Tradr 2X Long NVTS Daily ETF (NVTX) Performance
NVTX total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −62.8% since Dec 31, 2025
- 1 year
- −92.1% total return
- Since first price
- −65.0% since 2025
NVTX trailing returns vs SPY, QQQ, AGG
| Period | NVTX total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −53.6% | −53.6% | −1.0% | −5.0% | +0.9% |
| 3 months | −62.1% | −62.1% | +3.2% | +1.9% | −0.4% |
| 6 months | −90.8% | −90.8% | +7.8% | +8.4% | −1.5% |
| YTD | −62.8% | −62.8% | +12.3% | +15.1% | −1.0% |
| 1 year | −92.1% | −93.0% | +14.4% | +15.9% | −1.1% |
| Since inceptionSep 8, 2025 | −65.0% | −69.3% | — | — | — |
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: NVTX vs SPY
From Sep 8, 2025: NVTX grew to $3,497, SPY to $11,872.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
NVTX returns by calendar year
2026 is year to date.
NVTX annual returns table
| Year | NVTX | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | −62.8% | −95.9% | +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.
NVTX largest drawdowns
Now 95.9% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| May 26, 2026 | −95.9% | Oct 16, 2026 | not yet | 5 months | 5 months so far |
| Oct 20, 2025 | −89.2% | Mar 30, 2026 | May 22, 2026 | 5 months | 7 months |
| Sep 22, 2025 | −20.4% | Sep 26, 2025 | Oct 1, 2025 | 4 days | 9 days |
| Oct 16, 2025 | −13.2% | Oct 17, 2025 | Oct 20, 2025 | 1 days | 4 days |
| Oct 2, 2025 | −12.5% | Oct 8, 2025 | Oct 13, 2025 | 6 days | 11 days |
| Sep 12, 2025 | −10.2% | Sep 16, 2025 | Sep 17, 2025 | 4 days | 5 days |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
NVTX risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | −53.5% |
| Volatility (annualized) | 312.6% |
| Sharpe ratio | 0.79 |
| Sortino ratio | 2.06 |
| Best month | +197.4% |
| Worst month | −68.3% |
| Best 12 months | −53.5% |
| Worst 12 months | −53.5% |
| Positive months | 42% |
| 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.
NVTX rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 2 | −91.6% | −72.5% | −53.5% | 0% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
NVTX performance overview
Tradr 2X Long NVTS Daily ETF (NVTX) returned −92.1% over the past year, with distributions reinvested. Since its first recorded price on Sep 8, 2025 it has returned −65.0%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −95.9%, from May 26, 2026 to Oct 16, 2026; the fund has not yet regained that high. Volatility has been 312.6% a year.
Related: NVTX chart, NVTX dividends. See the NVTX overview for the latest quote and fund facts.
NVTX performance FAQ
What is the NVTX return over the past year?
NVTX returned −92.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 93.0%.
How much would $10,000 invested in NVTX be worth?
$10,000 invested in NVTX at its first recorded close on September 8, 2025 would be worth about $3,497 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of NVTX?
The largest peak-to-trough decline was −95.9% between May 26, 2026 and October 16, 2026. It has not yet recovered to that high; it is 95.9% below its peak.
How volatile is NVTX?
Over the past history NVTX had an annualized volatility of 312.6% and a Sharpe ratio of 0.79 (excess return over 1–3 month T-bills per unit of risk).