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Performance Comparison
Comparison Box

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