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VelocityShares Daily 2x VIX ST ETN (TVIX)

-NYSEArca
2.36 Down 0.06(2.48%) 3:28PM EST - Nasdaq Real Time Price

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTVIXCategory
Alpha (against Standard Index)-28.90N/A
Beta (against Standard Index)1.79N/A
Mean Annual Return-15.06N/A
R-squared (against Standard Index)98.73N/A
Standard Deviation88.24N/A
Sharpe Ratio-2.05N/A
5 Years
StatisticTVIXCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationNaNN/A
Sharpe RatioNaNN/A
10 Years
StatisticTVIXCategory
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