Macroaxis considers VelocityShares 3x not very volatile given 1 month investment horizon. VelocityShares 3x Lng owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0729 which indicates VelocityShares 3x Lng had 0.0729% of return per unit of risk over the last 1 month. Our philosophy towards measuring volatility of a etf is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for VelocityShares 3x Lng Crude Oil ETN New which you can use to evaluate future volatility of the etf. Please operate VelocityShares 3x Coefficient Of Variation of
1,473 and Risk Adjusted Performance of 0.01 to confirm if our risk estimates are consistent with your expectations.
|Time Horizon||30 Days Login to change|
VelocityShares 3x Lng Technical Analysis