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VelocityShares Daily 2x VIX MT ETN (TVIZ)

-NYSEArca
23.92 1.78(6.93%) Oct 21, 3:59PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTVIZCategory
Alpha (against Standard Index)-21.18N/A
Beta (against Standard Index)0.89N/A
Mean Annual Return-8.59N/A
R-squared (against Standard Index)75.02N/A
Standard Deviation51.20N/A
Sharpe Ratio-2.01N/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