Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| XIV (VelocityShares Daily Inverse VIX ST ETN) | NA | -90.81% | -42.11% | -22.99% | NA | NA | NA | -6.66% |
Data as of 02/22/2018, AR inception is 12/01/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XIV (VelocityShares Daily Inverse VIX ST ETN) | 12/01/2010 | 02/22/2018 |
| 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 (%) | 0.00 | -90.81 | -42.11 | -22.99 | NA | NA | NA | -6.66 | -95.51 | 187.57 | 81.20 | -17.15 | -9.42 | 107.23 | 154.84 | -45.54 | 22.14 |
| Sharpe Ratio | NA | -0.41 | -0.40 | -0.34 | NA | NA | NA | -0.23 | -0.15 | 3.50 | 0.67 | -0.47 | -0.50 | 1.66 | 2.13 | -0.84 | 24.62 |
| Standard Deviation(%) | NA | 266.77 | 164.42 | 132.19 | NA | NA | NA | 116.51 | 690.75 | 48.42 | 69.31 | 75.51 | 55.34 | 53.55 | 64.90 | 76.39 | 38.02 |
| Draw Down(%) | NA | 96.48 | 96.48 | 96.48 | NA | NA | NA | 96.48 | 96.48 | 25.47 | 38.06 | 55.70 | 42.48 | 28.77 | 39.00 | 74.39 | 6.70 |
| 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 02/22/2018, 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 |
|---|---|---|---|---|
| XIV (VelocityShares Daily Inverse VIX ST ETN) |
-2.18%
Feb 2013 - Feb 2016 |
5.97%
Feb 2011 - Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XIV (VelocityShares Daily Inverse VIX ST ETN) |
91.11%
Sep 2011 - Sep 2014 |
54.91%
May 2012 - May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart