VelocityShares 2X TVIX Backtest

Description

TVIX is a 2X leveraged long volatility fund created by VelocityShares that is based on short-term VIX futures (1st & 2nd month).  TVIX started trading in November 2011 so there is no market price data available before that (e.g., during the 2008/2009 market crash).  This simulation shows TVIX’s simulated end-of-day closing price from March 2004 through May 29^th, 2020.  TVIX is only traded over the counter now, it is not listed on the standard exchanges.

For more information on this product see:  End-Of-Day Simulations for Popular Volatility Exchange Traded Products

There is also a version of this product that includes open / high / low / close data, see: Open / High / Low /  Close Simulations for Popular Volatility Exchange Traded Products

For more information about TVIX see:

• How Does TVIX work?
• How Well Does TVIX Track The VIX?