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VelocityShares Daily 2x VIX ST ETN (TVIX)

-NYSEArca
3.31 Down 0.08(2.36%) Oct 24, 4:00PM EDT
|After Hours : 3.28 Down 0.03 (0.91%) Oct 24, 7:59PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTVIXCategory
Alpha (against Standard Index)-26.07N/A
Beta (against Standard Index)1.80N/A
Mean Annual Return-16.00N/A
R-squared (against Standard Index)99.03N/A
Standard Deviation90.32N/A
Sharpe Ratio-2.13N/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