Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VIIZ (VelocityShares VIX MT ETN) | NA | -17.11% | -24.40% | -25.53% | NA | NA | NA | -32.96% |
Data as of 08/16/2018, AR inception is 11/30/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VIIZ (VelocityShares 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 (%) | 4.01 | -17.11 | -24.40 | -25.53 | NA | NA | NA | -32.96 | 2.18 | -49.96 | -21.57 | -15.35 | -16.52 | -43.47 | -53.61 | -8.18 | -10.79 |
| Sharpe Ratio | NA | -1.24 | -1.55 | -1.60 | NA | NA | NA | -1.68 | -0.36 | -3.33 | -1.84 | -0.92 | -1.29 | -2.41 | -2.34 | -0.74 | -6.30 |
| Standard Deviation(%) | NA | 29.65 | 31.33 | 29.53 | NA | NA | NA | 30.43 | 34.17 | 20.81 | 30.17 | 36.85 | 27.16 | 25.69 | 31.03 | 36.17 | 21.54 |
| Draw Down(%) | NA | 27.78 | 71.29 | 79.80 | NA | NA | NA | 94.38 | 24.94 | 49.96 | 38.80 | 28.08 | 30.07 | 43.47 | 55.46 | 26.93 | 13.40 |
| 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 |
|---|---|---|---|---|
| VIIZ (VelocityShares VIX MT ETN) |
-43.69%
Nov 2011 - Nov 2014 |
-34.74%
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 |
|---|---|---|---|---|
| VIIZ (VelocityShares VIX MT ETN) |
-15.88%
Feb 2013 - Feb 2016 |
-23.86%
Mar 2013 - Mar 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart