PortfoliosLab logo

VelocityShares Daily 2x VIX Short Term ETN

TVIX
ETF · Currency in USD
Issuer
Credit Suisse
Inception Date
Nov 29, 2010
Region
North America (U.S.)
Category
Leveraged Volatility
Leveraged
2x
Expense Ratio
1.65%
Index Tracked
S&P 500 VIX Short-Term Futures Index Excess Return (200%)
ETF Home Page
www.velocityshares.com
Asset Class
Volatility

TVIXPrice Chart


Click Calculate to get results

TVIXPerformance

The chart shows the growth of $10,000 invested in TVIX on Nov 30, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $0 for a total return of roughly -100.00%. All prices are adjusted for splits and dividends.


-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%250.00%20122014201620182020
-100.00%
242.99%
S&P 500

TVIXReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-49.95%
YTD-60.17%
6M-81.80%
1Y-96.13%
5Y-84.75%
10Y-84.00%

TVIXMonthly Returns Heatmap


Click Calculate to get results

TVIXSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current VelocityShares Daily 2x VIX Short Term ETN Sharpe ratio is -0.64. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.0020122014201620182020
-0.64

TVIXDividends


TVIX doesn't pay dividends

TVIXDrawdowns Chart


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20122014201620182020
-100.00%

TVIXWorst Drawdowns

The table below shows the maximum drawdowns of the VelocityShares Daily 2x VIX Short Term ETN. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the {{portfolioName}} is 100.00%, recorded on Apr 1, 2021. The portfolio has not recovered from it yet.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-100%Dec 1, 20102601Apr 1, 2021
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970

TVIXVolatility Chart

Current VelocityShares Daily 2x VIX Short Term ETN volatility is 85.60%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%100.00%200.00%300.00%400.00%500.00%20122014201620182020
85.60%

Portfolios with VelocityShares Daily 2x VIX Short Term ETN


Loading data...

More Tools for VelocityShares Daily 2x VIX Short Term ETN