Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TVIX (VelocityShares Daily 2x VIX Short-Term ETN) | NA | -91.19% | -74.00% | -80.88% | -85.59% | NA | NA | -86.52% |
Data as of 08/23/2021, AR inception is 11/30/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TVIX (VelocityShares Daily 2x VIX Short-Term ETN) | 11/30/2010 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.31 | -91.19 | -74.00 | -80.88 | -85.59 | NA | NA | -86.52 | -77.91 | -51.03 | -92.76 | 28.00 | -94.18 | -93.92 | -77.32 | -63.20 | -91.97 | -97.08 | -50.63 | -42.39 |
| Sharpe Ratio | NA | -0.75 | -0.53 | -0.61 | -0.67 | NA | NA | -0.67 | -0.75 | -0.28 | -1.06 | 0.04 | -1.23 | -1.04 | -0.68 | -0.79 | -1.17 | -0.98 | -0.49 | -2.00 |
| Standard Deviation(%) | NA | 122.01 | 141.43 | 134.59 | 127.78 | NA | NA | 127.61 | 120.27 | 181.93 | 109.21 | 151.61 | 92.33 | 123.41 | 139.96 | 103.62 | 94.85 | 118.49 | 141.17 | 81.39 |
| Draw Down(%) | NA | 95.12 | 99.38 | 99.98 | 100.00 | NA | NA | 100.00 | 89.67 | 96.88 | 93.15 | 81.22 | 94.35 | 97.39 | 85.11 | 81.48 | 92.41 | 97.53 | 75.31 | 45.45 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, AR inception is 11/30/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TVIX (VelocityShares Daily 2x VIX Short-Term ETN) |
-92.86%
Sep 2011 - Sep 2014 |
-90.41%
Sep 2011 - Sep 2016 |
-83.87%
Jul 2011 - Jul 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TVIX (VelocityShares Daily 2x VIX Short-Term ETN) |
-55.30%
Mar 2017 - Mar 2020 |
-76.37%
Mar 2015 - Mar 2020 |
-82.04%
Jan 2011 - Jan 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart