VELOCITYSHARES DAILY 2X VIX SHORT-TERM ETN ETFs

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NAV

0.0626 Nav 06/05/2024 Last Update

Ratings

n/a Morningstar Rating n/a Sustainability Rating

Key Data

Credit Suisse AG Issuer S&P 500 VIX Short Term Futures Benchmark 205,683.00 Net Asset USD Currency 11/29/2010 Inception Yes Distributing Trading--Miscellaneous Type United States Applied In US22542D2586 ISIN TVIXF Symbol

Performance

  • Top Indicators
  • All Indicators
Name %
Performance since Inception -100.00
High 1 Year 0.69
Maximum Loss 1 Year -93.00
Name %
Alpha 1 Year -123.76
Alpha 10 Years -94.66
Alpha 3 Years -197.00
Alpha 5 Years -50.67
Average Gain 1 Year 11.44
Average Gain 10 Years 31.28
Average Gain 3 Years 20.38
Average Gain 5 Years 31.35
Average Loss 1 Year -25.64
Average Loss 10 Years -26.31
Average Loss 3 Years -31.87
Average Loss 5 Years -29.21
Batting Average 1 Year 25.00
Batting Average 10 Years 27.50
Batting Average 3 Years 33.33
Batting Average 5 Years 31.67
Beta 1 Year 210.23
Beta 10 Years 314.46
Beta 3 Years -164.55
Beta 5 Years 451.91
Capture Ratio Down 1 Year 0.00
Capture Ratio Down 10 Years 0.00
Capture Ratio Down 3 Years 0.00
Capture Ratio Down 5 Years 0.00
Capture Ratio Up 1 Year -4,452.10
Capture Ratio Up 10 Years -13,284.90
Capture Ratio Up 3 Years -10,850.98
Capture Ratio Up 5 Years -9,265.41
Correlation 1 Year 22.31
Correlation 10 Years 16.57
Correlation 3 Years -12.12
Correlation 5 Years 28.28
High 1 Year 0.69
Information Ratio 1 Year -1.36
Information Ratio 10 Years -0.63
Information Ratio 3 Years -0.92
Information Ratio 5 Years -0.58
Low 1 Year 0.04
Maximum Loss 1 Year -93.00
Maximum Loss 10 Years -100.00
Maximum Loss 3 Years -99.93
Maximum Loss 5 Years -99.99
Performance since Inception -100.00
R-Squared (R²) 1 Year 4.98
R-Squared (R²) 10 Years 2.75
R-Squared (R²) 3 Years 1.47
R-Squared (R²) 5 Years 7.99
Sortino Ratio 1 Year -2.30
Sortino Ratio 10 Years -1.18
Sortino Ratio 3 Years -1.67
Sortino Ratio 5 Years -1.02
Tracking Error 1 Year 69.79
Tracking Error 10 Years 132.73
Tracking Error 3 Years 100.09
Tracking Error 5 Years 146.30
Trailing Performance 1 Month 19.69
Trailing Performance 1 Week 14.65
Trailing Performance 1 Year -90.38
Trailing Performance 10 Years -100.00
Trailing Performance 2 Years -96.43
Trailing Performance 3 Months 19.69
Trailing Performance 3 Years -99.91
Trailing Performance 4 Years -99.93
Trailing Performance 5 Years -99.99
Trailing Performance 6 Months -59.92
Trailing Return 1 Month 19.75
Trailing Return 1 Year -90.38
Trailing Return 10 Years -100.00
Trailing Return 2 Months 37.50
Trailing Return 2 Years -81.10
Trailing Return 3 Months 19.77
Trailing Return 3 Years -90.25
Trailing Return 4 Years -83.71
Trailing Return 5 Years -83.41
Trailing Return 6 Months -59.90
Trailing Return 6 Years -79.46
Trailing Return 7 Years -83.45
Trailing Return 8 Years -84.14
Trailing Return 9 Months -75.33
Trailing Return 9 Years -83.32
Trailing Return Since Inception -100.00
Trailing Return YTD - Year to Date -84.38
Treynor Ratio 1 Year -0.46
Treynor Ratio 10 Years -0.27
Treynor Ratio 3 Years 0.56
Treynor Ratio 5 Years -0.19

Sustainability Rating

No Rating available Rating vs. Category Other Category

Investment Policy

The investment seeks to replicate, net of expenses, the returns of twice (2x) the daily performance of the S&P 500 VIX Short-Term Futures index. The index was designed to provide investors with exposure to one or more maturities of futures contracts on the VIX, which reflects implied volatility of the S&P 500 Index at various points along the volatility forward curve. The ETNs are linked to a multiple (2x) of the daily return of the index and do not represent an investment in the VIX.

Terms

Initial minimum savings amount
Distribution Distributing

funds category comparison

Name 1y Perf.
T-Rex 2X Inverse Ether Daily Target ETF -76.77
T-Rex 2X Long Ether Daily Target ETF -67.24
ProShares Ultra VIX Short-Term Futures ETF -62.86
ProShares Ultra VIX Short-Term Futures ETF -62.86
VelocityShares VIX Short-Term ETN -62.79

Investment Trust

Name Credit Suisse AG
Address Paradeplatz 8
Zip Code CH-8001
Website

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