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VelocityShares Daily 2x VIX MT ETN (TVIZ)

-NYSEArca
20.48 Down 0.08(0.39%) Nov 21, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTVIZCategory
Alpha (against Standard Index)-21.35N/A
Beta (against Standard Index)0.87N/A
Mean Annual Return-7.91N/A
R-squared (against Standard Index)74.00N/A
Standard Deviation49.38N/A
Sharpe Ratio-1.92N/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