Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IVOP (iPath® Inverse S&P 500 VIX Short-Term Futures ETN (II)) | NA | -0.81% | -0.09% | 0.52% | NA | NA | NA | … | … |
Data as of 04/11/2018, Common starting date is 09/20/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IVOP (iPath® Inverse S&P 500 VIX Short-Term Futures ETN (II)) | 09/20/2011 | 04/11/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.81 | -0.09 | 0.52 | NA | NA | NA | … | … | -0.89 | 1.08 | 0.24 | -0.53 | 0.00 | 7.34 | 55.85 | 18.75 |
| Sharpe Ratio | NA | -0.38 | -0.07 | 0.01 | NA | NA | NA | … | … | -0.53 | 0.39 | 0.00 | -0.01 | 0.00 | 2.26 | 2.92 | 0.81 |
| Standard Deviation(%) | NA | 4.31 | 7.07 | 29.82 | NA | NA | NA | … | … | 8.16 | 1.16 | 11.45 | 55.62 | 4.03 | 3.23 | 19.32 | 103.27 |
| Draw Down(%) | NA | 3.05 | 6.83 | 30.08 | NA | NA | NA | … | … | 3.05 | 0.21 | 6.83 | 28.34 | 3.28 | 0.87 | 9.60 | 35.77 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/11/2018, Common starting date is 09/20/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVOP (iPath® Inverse S&P 500 VIX Short-Term Futures ETN (II)) |
-0.10%
Dec 2013 – Dec 2016 |
0.52%
Mar 2013 – Mar 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVOP (iPath® Inverse S&P 500 VIX Short-Term Futures ETN (II)) |
24.80%
Nov 2011 – Nov 2014 |
14.10%
Nov 2011 – Nov 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart