Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XVIX (UBS ETRACS Daily Long-Short VIX ETN) | NA | 9.77% | 0.23% | -2.64% | NA | NA | NA | … | … |
Data as of 08/17/2016, Common starting date is 12/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XVIX (UBS ETRACS Daily Long-Short VIX ETN) | 12/02/2010 | 08/17/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.27 | 9.77 | 0.23 | -2.64 | NA | NA | NA | … | … | 17.68 | -0.62 | -9.07 | -9.35 | -11.14 | -13.54 | 0.24 |
| Sharpe Ratio | NA | 0.62 | 0.02 | -0.21 | NA | NA | NA | … | … | 1.98 | -0.05 | -0.86 | -0.78 | -0.81 | -1.25 | 0.30 |
| Standard Deviation(%) | NA | 15.57 | 12.42 | 12.69 | NA | NA | NA | … | … | 14.86 | 12.94 | 10.60 | 11.97 | 13.83 | 10.88 | 9.81 |
| Draw Down(%) | NA | 10.85 | 20.82 | 38.52 | NA | NA | NA | … | … | 7.37 | 10.50 | 11.19 | 12.69 | 22.56 | 17.77 | 3.63 |
| 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 |
Data as of 08/17/2016, Common starting date is 12/02/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XVIX (UBS ETRACS Daily Long-Short VIX ETN) |
-13.00%
Aug 2012 – Aug 2015 |
-8.22%
Jan 2011 – Jan 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XVIX (UBS ETRACS Daily Long-Short VIX ETN) |
0.04%
Jul 2013 – Jul 2016 |
-4.49%
Jul 2011 – Jul 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart