Volatility(VIX) Based Funds

Include: Short Funds yes --- yes no only Leveraged Funds yes ---- yes no only

Volume Filter dolVol21 ----- dolVol21 Vol60 > < 0 ----- 0 100,000 500,000 1,000,000 5,000,000 10,000,000 Right Column:      default ----- default Price Volume cGroup $vol-21 Rtn-2mo Rtn-4mo Rtn-5mo Rtn-3-6-12 Rtn-YTD RRS-21 RRS-42 RRS-63 RRS-126 RRS-189 RRS-252 1stDate

Data Timeliness Current Last Close

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Viewing Thursday's Closing data.

✓	Name	Symbol	RSf	Rtn-1d	Rtn-5d	Rtn-1mo	Rtn-3mo	Rtn-6mo	Rtn-1yr	$vol-21
	ProShares Short VIX Short-Term Futures ETF	SVXY	61.19	0.22	7.01	1.29	-1.29	-0.20	5.52	146m
	iPath B S&P 500 VIX Md-Trm Futs ETN	VXZ	60.39	-0.68	-4.97	0.73	7.98	9.02	-0.26	865k
	ProShares VIX Mid-Term Futures ETF	VIXM	60.06	-0.93	-5.08	0.09	7.59	8.76	1.23	2m
	VelocityShares 1x Daily Inverse VSTOXX ETN	EXIV	44.02	0.09	11.90	1.15	-10.57	-4.47	11.72	325k
	IPATH S&P 500 DYNAMIC VIX ETN	XVZ	29.63	-0.32	-0.64	1.80	3.10	0.95	-3.00	16k
	VelocityShares Daily Inverse VIX Medium-Term ETN	ZIV	9.29	0.22	4.90	-1.50	-10.10	-11.88	-7.38	2m
	iPath B S&P 500 VIX S/T Futs ETN	VXX	2.79	-0.61	-12.85	-5.63	-8.94	-16.44	-33.63	986m
	ProShares VIX Short-Term Futures ETF	VIXY	2.74	-0.46	-13.02	-5.56	-8.95	-16.39	-33.81	77m
	VelocityShares Long VIX Short Term ETN	VIIX	2.63	-1.21	-13.68	-6.28	-9.59	-16.88	-33.97	971k
	VelocityShares 1x Long VSTOXX ETN	EVIX	2.04	-1.02	-10.48	-5.11	-5.86	-19.77	-51.10	11k
	ProShares Ultra VIX Short-Term Futures ETF	UVXY	0.81	-0.91	-19.22	-9.71	-18.28	-30.74	-54.33	507m
	VelocityShares Daily 2x VIX ST ETN	TVIX	0.11	-1.28	-23.73	-14.32	-28.20	-45.39	-70.30	636m

12 symbols listed

The dynamics of Relative Strength are illustraded below for the past quarter. From this you can visualize which funds are improving on a relative basis and which are deteriorating.

5-day Intervals 21-day Intervals

Viewing Thursday's Closing data.

Symbol	10/17	10/10	10/03	09/26	09/19	09/12	09/05	08/28	08/21	08/14	08/07	07/31	07/24
SVXY	61.2	24.4	23.9	51.0	74.2	50.2	27.7	24.9	38.3	17.9	42.4	85.9	90.5
VXZ	60.4	94.8	94.7	72.6	54.2	23.6	61.1	82.1	57.6	93.1	50.3	14.7	8.1
VIXM	60.1	94.0	95.2	71.5	51.3	29.0	63.1	83.5	60.7	89.1	44.8	12.7	8.5
EXIV	44.0	17.4	13.2	57.3	91.0	93.1	36.2	11.3	33.7	9.9	35.2	97.5	98.2
XVZ	29.6	59.1	52.6	21.8	20.9	13.0	15.9	31.5	27.7	57.2	25.6	12.7	11.4
ZIV	9.3	5.7	5.2	8.5	10.0	11.8	10.3	9.6	15.3	11.1	30.7	46.4	64.4
VXX	2.8	9.5	11.2	3.3	2.2	2.7	4.6	10.9	5.4	36.8	7.1	1.9	1.4
VIXY	2.7	9.6	11.2	3.2	2.1	2.6	4.5	11.0	5.4	36.1	7.4	1.8	1.6
VIIX	2.6	9.8	11.1	3.1	2.2	2.7	4.8	11.4	5.5	38.1	7.2	1.9	1.5
EVIX	2.0	3.9	4.1	1.8	1.3	0.9	2.6	4.9	3.2	12.6	3.8	1.1	0.9
UVXY	0.8	3.2	3.6	0.8	0.8	0.6	2.0	3.8	2.2	8.5	2.8	0.6	0.8
TVIX	0.1	1.4	1.6	0.3	0.2	0.3	0.6	1.2	0.8	3.1	0.9	0.4	0.3

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