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VelocityShares Daily 2x VIX MT ETN (TVIZ)

-NYSEArca
10.35 Down 0.35(3.27%) Jul 22, 1:46PM EDT

Risk as of Jun 29, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTVIZCategory
Alpha (against Standard Index)-13.70N/A
Beta (against Standard Index)0.83N/A
Mean Annual Return-3.90N/A
R-squared (against Standard Index)90.78N/A
Standard Deviation56.00N/A
Sharpe Ratio-0.84N/A
5 Years
StatisticTVIZCategory
Alpha (against Standard Index)-17.37N/A
Beta (against Standard Index)0.87N/A
Mean Annual Return-4.31N/A
R-squared (against Standard Index)87.25N/A
Standard Deviation65.29N/A
Sharpe Ratio-0.79N/A
10 Years
StatisticTVIZCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A