VelocityShares 2X TVIX Backtest
TVIX is a 2X leveraged long volatility fund created by VelocityShares that is based on short-term VIX futures (1st & 2nd month). TVIX 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 TVIX’s simulated end-of-day closing price from March 2004 through May 29th, 2020. TVIX is only traded over the counter now, it is not listed on the standard exchanges.
For more information on this product see: End-Of-Day Simulations for Popular Volatility Exchange Traded Products
There is also a version of this product that includes open / high / low / close data, see: Open / High / Low / Close Simulations for Popular Volatility Exchange Traded Products
For more information about TVIX see: