ZIV O/H/L/C Backtest

$59.00

Description

ZIV is a -1X leveraged inverse volatility fund offered by VelocityShares that is based on medium-term VIX futures (4th through 7th month).  ZIV 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 ZIV’s simulated open, high, low, and end-of-day closing prices from March 2004 through October 2013 and then through the end of the most recent quarter (see this table for specific dates) using publicly available market OHLC data.

For more information on this product see:   Open / High / Low /  Close Simulations for Popular Volatility Exchange Traded Products

A less expensive end-of-day closing value version of this product is also available, see: End-Of-Day Simulations for Popular Volatility Exchange Traded Products

For more information about ZIV see:


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