Market Tracker

10/20 5:30am ET

VelocityShares Daily 2x VIX Short-Term ETN (TVIX)

Friday’s Trading Day
4.58 -0.44 / -8.76%
Data as of Oct 17
Day’s Change
Monday’s Pre-Market   Switch to standard view »
4.44 -0.14 / -3.06%
 
Volume: 34.9K

Investment Objective

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.

Performance

1 month+96.17% 3 years-89.86%
3 months+94.68% 5 years--
1 year-58.97% Since inception-85.82%
Data through 10/18/2014

Quote Details

Previous close$5.02
Open day’s range-- – --
Net asset value (NAV)5.12 (10/16/2014)
Daily volume38,000,277
Average volume (3 months)22,531,829
Data as of 10/17/2014

Peer Comparisonvs. Volatility ETFs

 TVIXCategory
Performance 5-yr return---45.75%
Expense Gross exp ratio1.65%1.11%
Risk 5 year sharpe ratio---1.06
Net assets$264.1M$189.9M
Average market cap--$68.3B
Average P/E--17.7
Dividend / Share----

Competitors

VIXY ProShares VIX Short-Term Futures ETF
VXX iPath® S&P 500 VIX Short-Term Futuresâ„...
VIIX VelocityShares VIX Short-Term ETN

Holdings

Top 5 Sectors
Portfolio weighting
Business service --
Consumer goods --
Consumer service --
Energy --
Financial service --
Top 10 Holdings
Portfolio weighting
Holdings not available.