TVIX - VelocityShares Daily 2x VIX Short-Term ETN

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsTVIXCategory Average
5 YearsTVIXCategory Average
10 YearsTVIXCategory Average
Alpha
-38.16N/A
-22.36N/A
0N/A
Beta
1.7N/A
1.9N/A
0N/A
Mean Annual Return
-9.95N/A
-8.85N/A
0N/A
R-squared
91.29N/A
93.64N/A
0N/A
Standard Deviation
105.69N/A
126.18N/A
0N/A
Sharpe Ratio
-1.15N/A
-0.85N/A
0N/A
Treynor Ratio
-49.71N/A
-44.5N/A
0N/A