OT: Currency P&R YTD

Bitcoin added to the screener recently, not my cup of tea.

 **2/4/2022                                                         Market   Market   Market   Market   Standard     Sharpe**
 __ETF/ETP* Screener Performance & Risk                    % Price  Total    Total    Total    Total    Deviation    Ratio        Beta         R2__
 **Asset Class - Currency                                  Change   Returns  Returns  Returns  Returns  (Month-End)  (Month-End)  (Month-End)  (Month-End)  Tracking**
**Symbol  ETP Name                                                Today    (YTD)    (1 Yr)   (3 Yr)   (5 Yr)   (3 Yr)       (3 Yr)       (3 Yr)       (3 Yr)       Error**
 **sort by (YTD) Smallest to Largest**
BTCR    VOLT CRYPTO INDUSTRY REVOLUTION AND TECH ETF              4.59%  -23.07%  --       --       --       --           --           --           --           --
XBTF    VANECK BITCOIN STRATEGY ETF                               9.14%  -20.55%  --       --       --       --           --           --           --           --
BITS    GLOBAL X BLOCKCHAIN & BITCOIN STRATEGY ETF                8.19%  -19.72%  --       --       --       --           --           --           --           --
VBB     VALKYRIE BALANCE SHEET OPPORTUNITIES ETF                 -3.70%  -18.52%  --       --       --       --           --           --           --           --
BITO    PROSHARES BITCOIN STRATEGY ETF                            8.84%  -16.40%  --       --       --       --           --           --           --           --
BTF     VALKYRIE BITCOIN STRATEGY ETF                             9.28%  -16.21%  --       --       --       --           --           --           --           --
XDQQ    INNOVATOR GROWTH-100 ACCELERATED ETF™ – QUARTERLY        -4.29%   -8.70%  --       --       --       --           --           --           --           --
TSJA    INNOVATOR TRIPLE STACKER ETF - JANUARY                   -2.47%   -5.74%   10.48%  --       --       --           --           --           --               9.06
XDSQ    INNOVATOR U.S. EQUITY ACCELERATED ETF™ – QUARTERLY       -2.55%   -5.68%  --       --       --       --           --           --           --           --
DSJA    INNOVATOR DOUBLE STACKER ETF - JANUARY                   -0.37%   -5.54%   12.91%  --       --       --           --           --           --               9.07
TSOC    INNOVATOR TRIPLE STACKER ETF – OCTOBER                   -1.96%   -4.00%   11.39%  --       --       --           --           --           --               7.46
DSOC    INNOVATOR DOUBLE STACKER ETF – OCTOBER                   -2.25%   -3.58%   15.78%  --       --       --           --           --           --               7.65
VIXM    PROSHARES VIX MID-TERM FUTURES ETF                       -0.93%   -0.13%  -28.25%    9.16%   -3.80%        44.28         0.35        36.63         2.18     22.48
USDU    WISDOMTREE BLOOMBERG U.S. DOLLAR BULLISH FUND             0.12%    0.81%    3.53%    0.58%    0.09%         5.19        -0.02        -1.23         0.18      4.39
UUP     INVESCO DB US DOLLAR INDEX BULLISH FUND                   0.08%    0.94%    5.94%    1.29%    0.74%         5.53         0.11        -2.24         0.53      5.31
VIXY    PROSHARES VIX SHORT-TERM FUTURES ETF                     -1.12%   15.23%  -74.74%  -46.88%  -41.67%        86.48        -0.39        29.11         0.36     58.31
WEIX    DYNAMIC SHORT SHORT-TERM VOLATILITY FUTURES ...          -6.07%  --       --       --       --       --           --           --           --           --

GD_

1 Like

Includes Leveraged/Inverse

     **AS OF 11:42 AM ET 02/04/2022                                                                   Market   Market   Market   Market   Standard**
     __ETF/ETP* Screener Performance & Risk                                                  % Price  Total    Total    Total    Total    Deviation__
     **Asset Class - Currency**                                 **Change   Returns  Returns  Returns  Returns  (Month-End)**
ID  **Symbol  ETP Name sort by (YTD)                                Leveraged / Inverse             Today    (YTD)    (1 Yr)   (3 Yr)   (5 Yr)   (3 Yr)**
    
 
1   UVXY    PROSHARES ULTRA VIX SHORT-TERM FUTURES ETF            1.5x, Leveraged                  -0.78%   22.45%  -89.60%  -69.36%  -68.60%       129.57
2   VIXY    PROSHARES VIX SHORT-TERM FUTURES ETF                  1x, Not Leveraged, Not Inverse   -0.45%   15.23%  -74.74%  -46.88%  -41.67%        86.48
3   CROC    PROSHARES ULTRASHORT AUSTRALIAN DOLLAR                -2x, Inverse, Leveraged           0.33%    5.22%   13.36%   -0.61%    0.37%        20.44
4   EUO     PROSHARES ULTRASHORT EURO                             -2x, Inverse, Leveraged          -0.12%    2.17%   15.83%    2.67%    0.50%        11.86
5   EUFX    PROSHARES SHORT EURO                                  -1x, Inverse                     -1.12%    1.29%    8.01%    1.71%    0.68%            6
6   UUP     INVESCO DB US DOLLAR INDEX BULLISH FUND               1x, Not Leveraged, Not Inverse    0.00%    0.94%    5.94%    1.29%    0.74%         5.53
7   USDU    WISDOMTREE BLOOMBERG U.S. DOLLAR BULLISH FUND         1x, Not Leveraged, Not Inverse    0.19%    0.81%    3.53%    0.58%    0.09%         5.19
8   YCS     PROSHARES ULTRASHORT YEN                              -2x, Inverse, Leveraged           0.60%   -0.11%   18.87%    4.24%    2.12%         9.64
9   VIXM    PROSHARES VIX MID-TERM FUTURES ETF                    1x, Not Leveraged, Not Inverse   -0.19%   -0.13%  -28.25%    9.16%   -3.80%        44.28
10  YCL     PROSHARES ULTRA YEN                                   2x, Leveraged                    -0.87%   -0.18%  -18.69%   -6.63%   -4.47%         9.39
11  ULE     PROSHARES ULTRA EURO                                  2x, Leveraged                     0.15%   -2.55%  -16.19%   -4.66%   -2.44%        11.92
12  DSOC    INNOVATOR DOUBLE STACKER ETF – OCTOBER                1x, Not Leveraged, Not Inverse   -2.25%   -3.58%   15.78%  --       --       --
13  TSOC    INNOVATOR TRIPLE STACKER ETF – OCTOBER                1x, Not Leveraged, Not Inverse   -1.96%   -4.00%   11.39%  --       --       --
14  DSJA    INNOVATOR DOUBLE STACKER ETF - JANUARY                1x, Not Leveraged, Not Inverse   -0.37%   -5.54%   12.91%  --       --       --
15  XDSQ    INNOVATOR U.S. EQUITY ACCELERATED ETF™ – QUARTERLY    1x, Not Leveraged, Not Inverse   -2.55%   -5.68%  --       --       --       --
16  TSJA    INNOVATOR TRIPLE STACKER ETF - JANUARY                1x, Not Leveraged, Not Inverse   -2.47%   -5.74%   10.48%  --       --       --
17  SVXY    PROSHARES SHORT VIX SHORT-TERM FUTURES ETF            -0.5x, Inverse                    0.14%   -8.66%   56.12%    5.27%  -24.92%        39.69
18  XDQQ    INNOVATOR GROWTH-100 ACCELERATED ETF™ – QUARTERLY     1x, Not Leveraged, Not Inverse   -4.29%   -8.70%  --       --       --       --
19  BTF     VALKYRIE BITCOIN STRATEGY ETF                         1x, Not Leveraged, Not Inverse   10.27%  -16.21%  --       --       --       --
20  BITO    PROSHARES BITCOIN STRATEGY ETF                        1x, Not Leveraged, Not Inverse   10.03%  -16.40%  --       --       --       --
21  VBB     VALKYRIE BALANCE SHEET OPPORTUNITIES ETF              1x, Not Leveraged, Not Inverse   -3.70%  -18.52%  --       --       --       --
22  BITS    GLOBAL X BLOCKCHAIN & BITCOIN STRATEGY ETF            1x, Not Leveraged, Not Inverse    8.46%  -19.72%  --       --       --       --
23  XBTF    VANECK BITCOIN STRATEGY ETF                           1x, Not Leveraged, Not Inverse    9.33%  -20.55%  --       --       --       --
24  BTCR    VOLT CRYPTO INDUSTRY REVOLUTION AND TECH ETF          1x, Not Leveraged, Not Inverse    4.68%  -23.07%  --       --       --       --
25  WEIX    DYNAMIC SHORT SHORT-TERM VOLATILITY FUTURES ...       1x, Not Leveraged, Not Inverse   -6.07%  --       --       --       --       --

GD_

2 Likes

If you’re just following momentum, doesn’t really matter whether you like the underlying or not.

If you’re just following momentum, doesn’t really matter whether you like the underlying or not.

Actually I gave up on “just following momentum” with currency asset investments early on.

GD_