TVIX - VelocityShares Daily 2x VIX ST ETN

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsTVIXCategory Average
5 YearsTVIXCategory Average
10 YearsTVIXCategory Average
Alpha
-7.41N/A
-10.74N/A
0N/A
Beta
2.06N/A
2N/A
0N/A
Mean Annual Return
-11.76N/A
-11.61N/A
0N/A
R-squared
96.73N/A
96.95N/A
0N/A
Standard Deviation
129.17N/A
111.61N/A
0N/A
Sharpe Ratio
-1.1N/A
-1.25N/A
0N/A
Treynor Ratio
-43.32N/A
-43.64N/A
0N/A