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VelocityShares Daily 2x VIX MT ETN (TVIZ)

-NYSEArca
18.93 Up 0.47(2.55%) 3:53PM EST

Risk as of Jan 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTVIZCategory
Alpha (against Standard Index)-15.08N/A
Beta (against Standard Index)0.83N/A
Mean Annual Return-3.20N/A
R-squared (against Standard Index)88.33N/A
Standard Deviation55.24N/A
Sharpe Ratio-0.70N/A
5 Years
StatisticTVIZCategory
Alpha (against Standard Index)-20.41N/A
Beta (against Standard Index)0.86N/A
Mean Annual Return-4.41N/A
R-squared (against Standard Index)87.67N/A
Standard Deviation63.89N/A
Sharpe Ratio-0.83N/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