Macroaxis considers VelocityShares 3x to be not too volatile. VelocityShares 3x Long owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0219 which indicates VelocityShares 3x Long had -0.0219% of return per unit of risk over the last 1 month. Macroaxis philosophy towards measuring risk of any etf is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. VelocityShares 3x Long Natural Gas ETN exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate VelocityShares 3x Coefficient Of Variation of
15,629 and Risk Adjusted Performance of 0.01 to confirm risk estimate we provide.
|Time Horizon||30 Days Login to change|
VelocityShares 3x Long Technical Analysis