Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TVIXF (VelocityShares Daily 2x VIX Short Term ETN linked to SP 500 VIX Short Fut Index Exp 4 Dec 2030) | NA | -85.11% | -85.99% | -84.44% | -81.91% | NA | NA | -84.58% |
Data as of 12/28/2023, AR inception is 12/01/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TVIXF (VelocityShares Daily 2x VIX Short Term ETN linked to SP 500 VIX Short Fut Index Exp 4 Dec 2030) | 12/01/2010 | 12/28/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -85.11 | -85.99 | -84.44 | -81.91 | NA | NA | -84.58 | -78.13 | -77.14 | -94.43 | -51.03 | -92.76 | 28.00 | -94.18 | -93.92 | -77.32 | -63.20 | -91.97 | -97.08 | -50.63 | -35.72 |
| Sharpe Ratio | NA | -0.27 | -0.38 | -0.43 | -0.49 | NA | NA | -0.54 | -0.25 | -0.41 | -0.77 | -0.28 | -0.86 | 0.18 | -1.03 | -0.76 | -0.55 | -0.61 | -0.97 | -0.82 | -0.36 | -1.28 |
| Standard Deviation(%) | NA | 330.97 | 230.17 | 201.96 | 167.56 | NA | NA | 157.49 | 327.97 | 194.14 | 122.90 | 181.93 | 109.21 | 151.61 | 92.33 | 123.41 | 139.96 | 103.62 | 94.85 | 118.49 | 141.17 | 77.55 |
| Draw Down(%) | NA | 90.00 | 99.88 | 99.99 | 100.00 | NA | NA | 100.00 | 90.00 | 91.59 | 97.11 | 96.88 | 93.15 | 81.22 | 94.35 | 97.39 | 85.11 | 81.48 | 92.41 | 97.53 | 75.31 | 39.13 |
| 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 | 0.00 | 0.00 |
Data as of 12/28/2023, AR inception is 12/01/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TVIXF (VelocityShares Daily 2x VIX Short Term ETN linked to SP 500 VIX Short Fut Index Exp 4 Dec 2030) |
-92.86%
Sep 2011 - Sep 2014 |
-90.41%
Sep 2011 - Sep 2016 |
-86.68%
Dec 2011 - Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TVIXF (VelocityShares Daily 2x VIX Short Term ETN linked to SP 500 VIX Short Fut Index Exp 4 Dec 2030) |
-55.30%
Mar 2017 - Mar 2020 |
-74.67%
Jun 2018 - Jun 2023 |
-80.73%
Jun 2013 - Jun 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart