Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VIIXF (VelocityShares VIX Short-Term ETN) | NA | -56.02% | -58.73% | -46.45% | -46.28% | NA | NA | -52.33% |
Data as of 10/31/2023, AR inception is 12/01/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VIIXF (VelocityShares VIX Short-Term ETN) | 12/01/2010 | 10/31/2023 |
| 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 (%) | 11.01 | -56.02 | -58.73 | -46.45 | -46.28 | NA | NA | -52.33 | -53.38 | -32.86 | -58.30 | 4.68 | -67.70 | 68.59 | -72.67 | -68.23 | -36.46 | -25.91 | -66.51 | -77.56 | -7.10 | -18.78 |
| Sharpe Ratio | NA | -0.95 | -0.66 | -0.53 | -0.60 | NA | NA | -0.67 | -0.93 | -0.95 | -1.12 | 0.04 | -1.18 | 0.89 | -1.57 | -1.06 | -0.50 | -0.47 | -1.25 | -1.19 | -0.10 | -2.09 |
| Standard Deviation(%) | NA | 63.66 | 94.11 | 91.10 | 78.24 | NA | NA | 75.38 | 69.49 | 36.24 | 66.08 | 108.64 | 58.54 | 75.25 | 46.78 | 64.35 | 72.83 | 54.92 | 53.30 | 65.42 | 71.36 | 43.97 |
| Draw Down(%) | NA | 67.17 | 95.50 | 98.22 | 99.86 | NA | NA | 99.99 | 65.20 | 37.83 | 65.51 | 77.77 | 68.82 | 52.63 | 73.11 | 80.05 | 57.94 | 51.57 | 67.47 | 80.14 | 47.33 | 21.90 |
| 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 10/31/2023, 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 |
|---|---|---|---|---|
| VIIXF (VelocityShares VIX Short-Term ETN) |
-66.84%
Sep 2011 - Sep 2014 |
-60.24%
Sep 2011 - Sep 2016 |
-56.03%
Nov 2011 - Nov 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VIIXF (VelocityShares VIX Short-Term ETN) |
-6.82%
Oct 2017 - Oct 2020 |
-33.78%
Dec 2017 - Dec 2022 |
-45.95%
Jan 2013 - Jan 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart