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XIV: VelocityShares Daily Inverse VIX ST ETN (ETF)
Basic Info
| Asset Class: | Volatility |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 12/01/2010 |
| Last Dividend Date: | - |
| 12-Mo. Yield | 0.00% |
| Expenses | 1.35% |
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Performance Analytics (As of 02/22/2018)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 12/01/2010 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | -90.8 | -42.2 | -23.0 | -6.5 | -95.5 | 187.6 | 81.2 | -17.1 | -9.4 | 107.2 | 154.8 | -45.5 | 22.1 |
| Sharpe Ratio | NA | -0.41 | -0.4 | -0.34 | -0.23 | -0.15 | 3.5 | 0.67 | -0.47 | -0.5 | 1.66 | 2.13 | -0.84 | 24.62 |
| Draw Down(%) | NA | 96.5 | 96.5 | 96.5 | 96.5 | 96.5 | 25.5 | 38.1 | 55.7 | 42.5 | 28.8 | 39.0 | 74.4 | 6.7 |
| Standard Deviation(%) | NA | 266.8 | 164.4 | 132.2 | 116.5 | 690.8 | 48.4 | 69.3 | 75.5 | 55.3 | 53.5 | 64.9 | 76.4 | 38.0 |
| Treynor Ratio | NA | -0.4 | -0.17 | -0.11 | -0.08 | -1.33 | 0.32 | 0.11 | -0.09 | -0.07 | 0.22 | 0.34 | -0.23 | 2.23 |
| Alpha | NA | -0.26 | 0.18 | 0.12 | 0.14 | -3.83 | 0.36 | 0.53 | 0.21 | 0.02 | 0.1 | 0.42 | -0.06 | 0.78 |
| Beta | NA | 2.78 | 3.93 | 3.96 | 3.53 | 0.76 | 5.36 | 4.35 | 4.12 | 4.05 | 4.04 | 4.03 | 2.74 | 4.2 |
| RSquared | NA | 0.06 | 0.35 | 0.43 | 0.49 | 0.0 | 0.57 | 0.73 | 0.74 | 0.71 | 0.71 | 0.63 | 0.75 | 0.42 |
| Yield(%) | N/A | 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 |
| 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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/01/2010
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