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VelocityShares Daily 2x VIX MT ETN (TVIZ)

-PCX
20.20 Down 0.63(3.02%) Sep 16, 2:13PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTVIZCategory
Alpha (against Standard Index)-22.26N/A
Beta (against Standard Index)0.89N/A
Mean Annual Return-7.98N/A
R-squared (against Standard Index)79.14N/A
Standard Deviation55.69N/A
Sharpe Ratio-1.72N/A
5 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 DeviationNaNN/A
Sharpe RatioNaNN/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