Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TVIZ (VelocityShares Daily 2x VIX MT ETN) | NA | -41.03% | -49.54% | -50.36% | NA | NA | NA | -60.33% |
Data as of 08/16/2018, AR inception is 11/30/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TVIZ (VelocityShares Daily 2x VIX MT ETN) | 11/30/2010 | 08/16/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.30 | -41.03 | -49.54 | -50.36 | NA | NA | NA | -60.33 | -9.14 | -76.11 | -43.62 | -39.21 | -36.40 | -69.99 | -80.91 | -26.48 | -22.42 |
| Sharpe Ratio | NA | -0.74 | -0.81 | -0.88 | NA | NA | NA | -0.95 | -0.23 | -1.88 | -0.77 | -0.53 | -0.69 | -1.45 | -1.31 | -0.36 | -1.61 |
| Standard Deviation(%) | NA | 57.02 | 61.75 | 57.78 | NA | NA | NA | 60.05 | 65.76 | 40.91 | 57.21 | 74.03 | 52.78 | 48.19 | 61.94 | 73.78 | 58.69 |
| Draw Down(%) | NA | 48.97 | 93.55 | 97.33 | NA | NA | NA | 99.85 | 44.28 | 76.17 | 64.33 | 48.91 | 52.57 | 69.99 | 82.44 | 50.38 | 26.76 |
| 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 |
Data as of 08/16/2018, 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 |
|---|---|---|---|---|
| TVIZ (VelocityShares Daily 2x VIX MT ETN) |
-70.70%
Sep 2011 - Sep 2014 |
-61.11%
May 2012 - May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TVIZ (VelocityShares Daily 2x VIX MT ETN) |
-37.08%
Feb 2013 - Feb 2016 |
-47.62%
Apr 2013 - Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart