Subject: Re: GTR1 leveraged index issue
The CAGR might be closer to the ETF:
CAGR from 20151231 to 20201231:
21.7% etf SSO
25.17% S5TL2 today
28.05% S5TL2 2 months ago
All of the long leveraged gindexes have lower CAGR compared to the results from 2 months ago:
Screen CAGR oldCAGR difference From To
S5T 10.24 10.24 0.00 19251231 20241115
S5 6.27 6.27 0.00 19251231 20241115
S5TE 11.40 11.40 0.00 19251231 20241115
S5TL2 12.30 17.38 -5.08 19251231 20241115
S5TL3 10.40 20.62 -10.22 19251231 20241115
S5TS1 -10.46 -12.35 1.89 19251231 20241115
S5TS3 -39.47 -39.37 -0.10 19251231 20241115
N1T 13.36 13.36 0.00 19721214 20241115
N1 11.91 11.91 0.00 19721214 20241115
N1TE 10.90 10.90 0.00 19721214 20241115
N1TL2 15.08 21.59 -6.51 19721214 20241115
N1TL3 10.40 23.27 -12.87 19721214 20241115
N1TS1 -13.81 -16.54 2.73 19721214 20241115
N1TS3 -50.51 -50.96 0.45 19721214 20241115
RUTPT 10.26 10.26 0.00 19251231 20241115
RUTP 6.91 6.91 0.00 19251231 20241115
RUTPTE 9.95 9.95 0.00 19251231 20241115
RUTPTL2 12.06 17.13 -5.07 19251231 20241115
RUTPTL3 9.60 19.74 -10.15 19251231 20241115
RUTPTS1 -10.72 -12.60 1.88 19251231 20241115
RUTPTS3 -40.50 -40.41 -0.10 19251231 20241115
ZY100T 8.49 8.49 0.00 19261230 20241115
ZY100 7.93 7.93 0.00 19261230 20241115
ZY100TE 7.87 7.87 0.00 19261230 20241115
ZY100TL2 4.30 9.02 -4.72 19261230 20241115
ZY100TL3 -7.40 1.20 -8.59 19261230 20241115
ZY100TS1 -12.73 -14.57 1.84 19261230 20241115
ZY100TS3 -50.93 -50.85 -0.08 19261230 20241115