Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XVZ (iPath S&P 500 Dynamic VIX ETN) | NA | -4.44% | 26.20% | 5.64% | -4.01% | NA | NA | … | … |
Data as of 09/01/2021, Common starting date is 08/18/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XVZ (iPath S&P 500 Dynamic VIX ETN) | 08/18/2011 | 09/01/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.44 | 26.20 | 5.64 | -4.01 | NA | NA | … | … | 2.50 | 93.84 | -6.80 | -9.63 | -17.15 | 7.37 | -9.45 | -15.56 | -26.74 | -18.59 | 0.53 |
| Sharpe Ratio | NA | -0.26 | 0.76 | 0.17 | -0.19 | NA | NA | … | … | 0.30 | 1.71 | -0.60 | -0.42 | -1.54 | 0.39 | -0.45 | -1.07 | -2.16 | -1.76 | 0.06 |
| Standard Deviation(%) | NA | 17.05 | 33.60 | 29.17 | 23.54 | NA | NA | … | … | 12.63 | 54.38 | 13.66 | 26.25 | 11.60 | 18.25 | 21.20 | 14.57 | 12.42 | 10.65 | 24.55 |
| Draw Down(%) | NA | 16.45 | 29.51 | 41.00 | 73.14 | NA | NA | … | … | 9.83 | 29.51 | 16.28 | 24.15 | 20.33 | 10.17 | 22.11 | 19.43 | 26.74 | 23.64 | 16.16 |
| 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 |
Data as of 09/01/2021, Common starting date is 08/18/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XVZ (iPath S&P 500 Dynamic VIX ETN) |
-21.65%
Jul 2012 – Jul 2015 |
-16.51%
Aug 2012 – Aug 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XVZ (iPath S&P 500 Dynamic VIX ETN) |
26.91%
Feb 2018 – Feb 2021 |
9.25%
Oct 2015 – Oct 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart