XVZ Backtest from March 2004

I have now backtested Barclays’ XVZ ETN back to when VIX volatility futures first started to trade in March 2004.  I have made two versions of the spreadsheet available for purchase below.  One with results data only and the other version with formulas and required indexes included.  I have included the simulated daily closing values with and without the 0.95% annual fee from March 29, …

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