Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IVO (iPath Inv S&P 500 VIX Short-Term Futures) | NA | 700.00% | 16.96% | NA | NA | NA | NA | … | … |
Data as of 12/16/2014, Common starting date is 01/14/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IVO (iPath Inv S&P 500 VIX Short-Term Futures) | 01/14/2011 | 12/16/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 700.00 | 16.96 | NA | NA | NA | NA | … | … | 700.00 | -75.00 | -20.00 | -99.76 |
| Sharpe Ratio | NA | 0.73 | 0.03 | NA | NA | NA | NA | … | … | 0.78 | -0.27 | -0.11 | -0.27 |
| Standard Deviation(%) | NA | 963.66 | 580.30 | NA | NA | NA | NA | … | … | 985.86 | 277.67 | 187.50 | 363.38 |
| Draw Down(%) | NA | 98.75 | 98.75 | NA | NA | NA | NA | … | … | 98.75 | 80.00 | 75.00 | 99.77 |
| Yield(%) | 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 12/16/2014, Common starting date is 01/14/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVO (iPath Inv S&P 500 VIX Short-Term Futures) |
-76.29%
Feb 2011 – Feb 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVO (iPath Inv S&P 500 VIX Short-Term Futures) |
-41.52%
Nov 2011 – Nov 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart