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CVOL: C-Tracks Linked to the CVOLT Index ETN (ETF)
Basic Info
Asset Class: | Volatility |
MyPlanIQ Rating: | Not Rated |
Start Date: | 11/16/2010 |
Last Dividend Date: | - |
12-Mo. Yield | 0.00% |
Expenses | 1.15% |
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Performance Analytics (As of 05/23/2016)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 11/16/2010 |
2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -43.6 | -70.1 | -75.3 | -77.3 | -27.9 | -60.6 | -67.9 | -88.6 | -89.5 | -59.5 | -36.3 |
Sharpe Ratio | NA | -0.35 | -0.67 | -0.67 | -0.75 | -0.56 | -0.52 | -0.78 | -1.07 | -1.04 | -0.44 | -1.26 |
Draw Down(%) | NA | 72.7 | 98.2 | 100.0 | 100.0 | 63.0 | 69.5 | 81.0 | 88.7 | 90.9 | 68.6 | 40.7 |
Standard Deviation(%) | NA | 125.2 | 104.4 | 112.5 | 103.2 | 101.5 | 116.4 | 86.6 | 82.7 | 86.2 | 134.6 | 77.2 |
Treynor Ratio | NA | 0.07 | 0.11 | 0.13 | 0.13 | 0.1 | 0.09 | 0.11 | 0.14 | 0.16 | 0.11 | 0.25 |
Alpha | NA | -0.53 | -0.53 | -0.69 | -0.29 | -0.05 | -0.04 | 0.04 | 0.0 | -0.41 | 0.1 | -0.48 |
Beta | NA | -6.2 | -6.36 | -5.84 | -5.74 | -5.5 | -6.49 | -6.46 | -6.39 | -5.49 | -5.41 | -3.89 |
RSquared | NA | 0.72 | 0.72 | 0.73 | 0.74 | 0.74 | 0.73 | 0.72 | 0.73 | 0.67 | 0.83 | 0.32 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/16/2010
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