Tradr 2X Long TEM Daily ETF (TEMT) Performance
TEMT total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −27.0% since Dec 31, 2025
- 1 year
- −69.6% total return
- Since first price
- −64.8% since 2025
TEMT trailing returns vs SPY, QQQ, AGG
| Period | TEMT total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −27.7% | −27.7% | −1.0% | −5.0% | +0.9% |
| 3 months | +70.4% | +70.4% | +3.2% | +1.9% | −0.4% |
| 6 months | +15.3% | +15.3% | +7.8% | +8.4% | −1.5% |
| YTD | −27.0% | −27.0% | +12.3% | +15.1% | −1.0% |
| 1 year | −69.6% | −76.0% | +14.4% | +15.9% | −1.1% |
| Since inceptionMay 13, 2025 | −64.8% | −72.2% | — | — | — |
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: TEMT vs SPY
From May 13, 2025: TEMT grew to $3,518, SPY to $13,165.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
TEMT returns by calendar year
2026 is year to date.
TEMT annual returns table
| Year | TEMT | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | −27.0% | −74.9% | +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.
TEMT largest drawdowns
Now 78.6% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Oct 8, 2025 | −89.8% | Jul 29, 2026 | not yet | 10 months | 1.0 years so far |
| May 13, 2025 | −47.8% | Aug 1, 2025 | Aug 18, 2025 | 3 months | 3 months |
| Sep 11, 2025 | −25.0% | Sep 25, 2025 | Oct 3, 2025 | 14 days | 22 days |
| Aug 22, 2025 | −17.1% | Aug 27, 2025 | Sep 11, 2025 | 5 days | 20 days |
| Aug 18, 2025 | −13.8% | Aug 19, 2025 | Aug 22, 2025 | 1 days | 4 days |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
TEMT risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | −4.2% |
| Volatility (annualized) | 142.8% |
| Sharpe ratio | 0.56 |
| Sortino ratio | 1.06 |
| Best month | +84.9% |
| Worst month | −45.8% |
| Best 12 months | −46.5% |
| Worst 12 months | −66.4% |
| 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.
TEMT rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 6 | −71.1% | −58.3% | −46.5% | 0% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
TEMT performance overview
Tradr 2X Long TEM Daily ETF (TEMT) returned −69.6% over the past year, with distributions reinvested. Since its first recorded price on May 13, 2025 it has returned −64.8%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −89.8%, from Oct 8, 2025 to Jul 29, 2026; the fund has not yet regained that high. Volatility has been 142.8% a year.
Related: TEMT chart, TEMT dividends. See the TEMT overview for the latest quote and fund facts.
TEMT performance FAQ
What is the TEMT return over the past year?
TEMT returned −69.6% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 76.0%.
How much would $10,000 invested in TEMT be worth?
$10,000 invested in TEMT at its first recorded close on May 13, 2025 would be worth about $3,518 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of TEMT?
The largest peak-to-trough decline was −89.8% between October 8, 2025 and July 29, 2026. It has not yet recovered to that high; it is 78.6% below its peak.
How volatile is TEMT?
Over the past history TEMT had an annualized volatility of 142.8% and a Sharpe ratio of 0.56 (excess return over 1–3 month T-bills per unit of risk).