ZIV O/H/L/C Backtest
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 after that uses publicly available market OHLC data up to January 10th, 2020.
For more information on this product see: Open / High / Low / Close Simulations for Popular Volatility Exchange Traded Products
A less expensive end-of-day version of this product is also available, see: End-Of-Day Simulations for Popular Volatility Exchange Traded Products
For more information about ZIV see: