VelocityShares Daily 2x VIX ST ETN (TVIX)

112.36 +0.00  +0.00% NASDAQ Jul 8, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 114.38
Discount or Premium to NAV -7.15%
Turnover Ratio --
1 Year Fund Level Flows -458.77M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 3.56% 14.64% -- --
3M -58.42% -56.67% -- --
6M 123.4% 144.4% -- --
YTD 118.9% 143.0% -- --
1Y -27.88% -20.84% -- --
3Y -62.99% -62.19% -- --
5Y -78.03% -77.66% -- --
10Y -- -- -- --
15Y -- -- -- --
20Y -- -- -- --
As of July 8, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash -- -- --
Stock -- -- --
Bond -- -- --
Convertible -- -- --
Preferred -- -- --
Other -- -- --
Date Unavailable
View More Holdings

Top 0 Holdings

Symbol Name % Weight Price % Chg
Holdings Data Unavailable

Basic Info

Investment Strategy
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.
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style --
Broad Asset Class Alternative
Broad Category Alternative
Category Name Volatility
Prospectus Objective Growth
Fund Owner Firm Name Credit Suisse AG
Benchmark Index
S&P 500 VIX Short Term Futures TR USD 200.0%

Manager Info

Name Tenure
Management Team 9.59 yrs
Management Team 9.59 yrs

Net Fund Flows

1M 277.77M
3M -3.724M
6M -1.554B
YTD -1.554B
1Y -458.77M
3Y 808.67M
5Y 2.001B
10Y --
As of June 30, 2020

Risk Info

Beta (5Y) -8.944
Max Drawdown (All) 100.0%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -1.413
30-Day Rolling Volatility 223.1%
Daily Value at Risk (VaR) 1% (All) 18.29%
Monthly Value at Risk (VaR) 1% (All) 55.24%




Key Dates
Inception Date 11/29/2010
Termination Date
Last Annual Report Date
Last Prospectus Date 6/18/2020
Exchange Traded Share Yes
Exchange Traded Note Yes
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund Yes
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No



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