Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XXV (iPath Inverse S&P 500 VIX ST Fut ETN) | NA | -2.66% | -0.95% | -0.74% | NA | NA | NA | … | … |
Data as of 09/13/2018, Common starting date is 07/20/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XXV (iPath Inverse S&P 500 VIX ST Fut ETN) | 07/20/2010 | 09/13/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.66 | -0.95 | -0.74 | NA | NA | NA | … | … | -2.63 | 1.01 | -1.31 | -0.50 | -0.47 | 1.77 | 14.61 | 0.24 | 53.62 |
| Sharpe Ratio | NA | -0.32 | -0.08 | -0.08 | NA | NA | NA | … | … | -0.45 | 0.02 | -0.07 | -0.04 | -0.74 | 1.37 | 2.49 | 0.01 | 6.84 |
| Standard Deviation(%) | NA | 11.66 | 18.54 | 14.25 | NA | NA | NA | … | … | 10.94 | 15.25 | 22.22 | 12.36 | 0.66 | 1.27 | 5.90 | 15.54 | 22.82 |
| Draw Down(%) | NA | 8.63 | 12.06 | 12.06 | NA | NA | NA | … | … | 5.42 | 8.03 | 12.06 | 8.90 | 0.70 | 0.65 | 3.71 | 19.18 | 8.34 |
| 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 |
Data as of 09/13/2018, Common starting date is 07/20/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XXV (iPath Inverse S&P 500 VIX ST Fut ETN) |
-1.97%
Feb 2014 – Feb 2017 |
-0.98%
Mar 2013 – Mar 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XXV (iPath Inverse S&P 500 VIX ST Fut ETN) |
17.34%
Aug 2010 – Aug 2013 |
9.91%
Aug 2010 – Aug 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart