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TVIX: VelocityShares Daily 2x VIX Short-Term ETN (ETF)
Basic Info
| Asset Class: | Volatility |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 11/30/2010 |
| Last Dividend Date: | - |
| 12-Mo. Yield | 0.00% |
| Expenses | 1.65% |
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Performance Analytics (As of 08/23/2021)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 11/30/2010 |
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 5.3 | -91.2 | -74.0 | -80.9 | -85.6 | -84.6 | -77.9 | -51.0 | -92.8 | 28.0 | -94.2 | -93.9 | -77.3 | -63.2 | -92.0 | -97.1 | -50.6 | -42.4 |
| Sharpe Ratio | NA | -0.75 | -0.53 | -0.61 | -0.67 | -0.67 | -0.75 | -0.28 | -1.06 | 0.04 | -1.23 | -1.04 | -0.68 | -0.79 | -1.17 | -0.98 | -0.49 | -2.0 |
| Draw Down(%) | NA | 95.1 | 99.4 | 100.0 | 100.0 | 100.0 | 89.7 | 96.9 | 93.2 | 81.2 | 94.3 | 97.4 | 85.1 | 81.5 | 92.4 | 97.5 | 75.3 | 45.4 |
| Standard Deviation(%) | NA | 122.0 | 141.4 | 134.6 | 127.8 | 127.6 | 120.3 | 181.9 | 109.2 | 151.6 | 92.3 | 123.4 | 140.0 | 103.6 | 94.8 | 118.5 | 141.2 | 81.4 |
| Treynor Ratio | NA | 0.21 | 0.16 | 0.15 | 0.14 | 0.14 | 0.2 | 0.12 | 0.15 | -0.01 | 0.11 | 0.16 | 0.12 | 0.11 | 0.15 | 0.18 | 0.13 | 0.27 |
| Alpha | NA | -0.16 | 0.23 | 0.08 | -0.05 | -0.05 | -0.14 | 0.8 | -0.67 | -0.23 | -13.65 | -10.7 | -15.31 | -0.37 | -10.56 | -1.25 | -0.22 | -1.95 |
| Beta | NA | -4.31 | -4.81 | -5.47 | -5.98 | -5.96 | -4.45 | -4.36 | -7.85 | -7.78 | -10.72 | -8.22 | -7.92 | -7.67 | -7.2 | -6.34 | -5.5 | -6.13 |
| RSquared | NA | 0.29 | 0.55 | 0.54 | 0.59 | 0.6 | 0.23 | 0.57 | 0.76 | 0.69 | 0.58 | 0.72 | 0.73 | 0.7 | 0.71 | 0.5 | 0.76 | 0.48 |
| Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/30/2010
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