iPath® Series B S&P 500® VIX Short-Term Futures™ ETN

This post was originally published on this site
High 1 Year 144.38 Capture Ratio Up 3 Years 99.65 R-Squared (R²) 3 Years 100.00 Beta 3 Years 1.00 Capture Ratio Down 1 Year 100.37 Performance since Inception -63.09 Correlation 1 Year 100.00 R-Squared (R²) 3 Years 100.00 Alpha 1 Year -0.89 Trailing Return 1 Year -75.22 Trailing Return 6 Months -63.38 Capture Ratio Up 3 Years 99.65 Batting Average 3 Years 0.00 Capture Ratio Up 1 Year 99.25 Low 1 Year 38.65 Capture Ratio Down 1 Year 100.37 R-Squared (R²) 1 Year 100.00 Trailing Return 6 Months -62.34 Trailing Return YTD – Year to Date -38.33 Information Ratio 1 Year -5.35 Batting Average 3 Years 0.00 Alpha 3 Years -0.89 Batting Average 1 Year 0.00 Trailing Return 1 Month -11.86 Maximum Loss 3 Years -78.59 Trailing Return 1 Month -13.95 Batting Average 1 Year 0.00 Treynor Ratio 1 Year -73.92 Capture Ratio Down 1 Year 100.37 Trailing Return 9 Months -64.73 Trailing Return 3 Months -52.11 Trailing Return 1 Year -76.14 Average Loss 3 Years -13.74 Trailing Performance 3 Years -75.75 Information Ratio 1 Year -5.35 Average Gain 3 Years 27.41 Capture Ratio Up 1 Year 99.25 Performance Current Year -40.23 Trailing Return 1 Year -73.78 Treynor Ratio 1 Year -73.92 Trailing Return 1 Month -14.58 Information Ratio 1 Year -5.35 Trailing Return 3 Years -39.40 Beta 1 Year 1.00 Trailing Performance 2 Years -62.43 Trailing Return Since Inception -27.35 Trailing Performance 6 Months -61.25 R-Squared (R²) 1 Year 100.00 Information Ratio 3 Years -7.63 Low 1 Year 32.10 Trailing Return YTD – Year to Date -40.23 Trailing Return Since Inception -26.18 Tracking Error 3 Years 0.07 Trailing Return 2 Years -37.41 Tracking Error 1 Year 0.04 Beta 3 Years 1.00 Trailing Performance 1 Month -9.13 Beta 3 Years 1.00 Average Loss 3 Years -13.74 Alpha 3 Years -0.89 Capture Ratio Down 3 Years 100.47 Treynor Ratio 3 Years -39.09 Beta 1 Year 1.00 Average Gain 3 Years 27.41 Trailing Return YTD – Year to Date -39.25 Tracking Error 1 Year 0.04 Treynor Ratio 3 Years -39.09 Treynor Ratio 3 Years -39.09 Correlation 3 Years 100.00 Alpha 1 Year -0.89 Batting Average 3 Years 0.00 High 1 Year 173.81 Sortino Ratio 3 Years -0.36 Treynor Ratio 1 Year -73.92 Trailing Return 2 Months -37.04 Correlation 3 Years 100.00 Average Gain 3 Years 27.41 Trailing Performance 3 Months -44.77 Correlation 1 Year 100.00 Tracking Error 3 Years 0.07 Trailing Return 3 Months -51.67 R-Squared (R²) 1 Year 100.00 Trailing Return 9 Months -65.44 Sortino Ratio 3 Years -0.36 Alpha 1 Year -0.89 Average Loss 1 Year -16.79 Trailing Return 2 Years -39.61 Beta 1 Year 1.00 Capture Ratio Up 1 Year 99.25 Tracking Error 3 Years 0.07 Sortino Ratio 1 Year -1.92 Tracking Error 1 Year 0.04 Information Ratio 3 Years -7.63 Sortino Ratio 3 Years -0.36 Maximum Loss 1 Year -73.78 Information Ratio 3 Years -7.63 Maximum Loss 1 Year -73.78 Trailing Performance 1 Week -0.19 Trailing Return 3 Years -37.72 Trailing Return 3 Months -50.90 Average Loss 1 Year -16.79 Sortino Ratio 1 Year -1.92 Capture Ratio Down 3 Years 100.47 Maximum Loss 3 Years -78.59 Batting Average 1 Year 0.00 Trailing Return Since Inception -25.80 Correlation 1 Year 100.00 Average Gain 1 Year 11.10 Average Loss 3 Years -13.74 Low 1 Year 35.25 Correlation 3 Years 100.00 Sortino Ratio 1 Year -1.92 Maximum Loss 3 Years -78.59 Trailing Return 9 Months -64.82 Capture Ratio Up 3 Years 99.65 Capture Ratio Down 3 Years 100.47 R-Squared (R²) 3 Years 100.00 Trailing Return 6 Months -62.16 Trailing Return 2 Months -36.58 High 1 Year 158.52 Trailing Return 3 Years -37.65 Trailing Return 2 Months -36.52 Maximum Loss 1 Year -73.78 Alpha 3 Years -0.89 Average Gain 1 Year 11.10 Trailing Return 2 Years -40.79 Trailing Performance 1 Year -75.97 Average Gain 1 Year 11.10 Average Loss 1 Year -16.79