Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ZIVZF (VelocityShares Daily Inverse VIX Medium-Term ETN) | NA | -6.77% | 1.67% | -15.22% | -2.70% | NA | NA | 6.69% |
Data as of 01/24/2024, AR inception is 12/01/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ZIVZF (VelocityShares Daily Inverse VIX Medium-Term ETN) | 12/01/2010 | 01/24/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.77 | 1.67 | -15.22 | -2.70 | NA | NA | 6.69 | 0.00 | 9.10 | -14.55 | 3.85 | -58.48 | 19.00 | -31.86 | 90.48 | 12.66 | -1.10 | 7.93 | 62.81 | 90.77 | -9.21 | 10.19 |
| Sharpe Ratio | NA | -0.17 | -0.02 | -0.32 | -0.09 | NA | NA | 0.15 | 0.00 | 0.07 | -0.29 | 0.09 | -0.99 | 0.68 | -0.95 | 4.44 | 0.42 | -0.03 | 0.29 | 2.53 | 3.09 | -0.25 | 9.42 |
| Standard Deviation(%) | NA | 64.10 | 55.17 | 51.62 | 42.45 | NA | NA | 39.96 | NA | 66.74 | 55.33 | 41.66 | 59.22 | 25.73 | 35.03 | 20.34 | 29.60 | 37.78 | 27.01 | 24.81 | 29.70 | 37.15 | 23.37 |
| Draw Down(%) | NA | 31.17 | 34.72 | 70.40 | 75.49 | NA | NA | 75.49 | 0.00 | 31.17 | 30.27 | 20.71 | 66.55 | 18.94 | 37.03 | 11.45 | 20.99 | 31.30 | 21.54 | 17.95 | 19.17 | 41.36 | 2.77 |
| 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 | 0.00 |
Data as of 01/24/2024, 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 |
|---|---|---|---|---|
| ZIVZF (VelocityShares Daily Inverse VIX Medium-Term ETN) |
-33.27%
Jan 2018 - Jan 2021 |
-21.46%
Dec 2017 - Dec 2022 |
-2.88%
Dec 2013 - Dec 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZIVZF (VelocityShares Daily Inverse VIX Medium-Term ETN) |
58.99%
Sep 2011 - Sep 2014 |
35.60%
May 2012 - May 2017 |
11.50%
Sep 2011 - Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart