Posts Tagged ‘ Why isn’t my 2X Ultra ETF keeping pace with the market and what is path asymmetry (R ex)? ’

Why isn’t my 2X Ultra ETF keeping pace with the market and what is path asymmetry (R ex)?

March 31, 2010
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Why isn’t my 2X Ultra ETF keeping pace with the market and what is path asymmetry (R ex)?

I've been reading a few articles lately, lambasting ultra ETFs for not keeping up with markets and ascribing the problem to weird unexplainable reasons such as portfolio derivative re-balancing and negative drift. I thought it would be nice to revisit...

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