הברק

נתונים עדכניים
פירוט האסטרטגיה
ביצועים היסטורים

תשואה חודשית

אלוקציה עדכנית

	SPXL	TMF	TVIX	ZIV
2023-04-28	0.3	0.3	0.1	0.3

גרף ביצועים מתחילת השנה

גרף התשואה מתחילת השנה מול אינדקס ההשוואה

ביצועי תעודות הסל

רשימת ה- Trades

Trade List
	symbol	weight	entry.date	exit.date	entry.price	exit.price	return
1	SPXL	30	2010-11-30	2010-12-31	4.59000e+00	5.5700e+00	6.39
2	TMF	30	2010-11-30	2010-12-31	8.97000e+00	7.9300e+00	-3.49
3	TVIX	10	2010-11-30	2010-12-31	2.80875e+09	1.6180e+09	-4.24
4	ZIV	30	2010-11-30	2010-12-31	1.23000e+01	1.3720e+01	3.48
5	SPXL	30	2010-12-31	2011-12-30	5.57000e+00	4.7400e+00	-4.47
6	TMF	30	2010-12-31	2011-12-30	7.93000e+00	1.6580e+01	32.74
7	TVIX	10	2010-12-31	2011-12-30	1.61800e+09	7.9875e+08	-5.06
8	ZIV	30	2010-12-31	2011-12-30	1.37200e+01	1.2460e+01	-2.76
9	SPXL	30	2011-12-30	2012-12-31	4.74000e+00	6.8200e+00	13.22
10	TMF	30	2011-12-30	2012-12-31	1.65800e+01	1.6680e+01	0.18
11	TVIX	10	2011-12-30	2012-12-31	7.98750e+08	2.3350e+07	-9.71
12	ZIV	30	2011-12-30	2012-12-31	1.24600e+01	2.3770e+01	27.23
13	SPXL	30	2012-12-31	2013-12-31	6.82000e+00	1.4900e+01	35.51
14	TMF	30	2012-12-31	2013-12-31	1.66800e+01	1.0170e+01	-11.70
15	TVIX	10	2012-12-31	2013-12-31	2.33500e+07	1.8750e+06	-9.20
16	ZIV	30	2012-12-31	2013-12-31	2.37700e+01	3.8700e+01	18.84
17	SPXL	30	2013-12-31	2014-12-31	1.49000e+01	2.0480e+01	11.25
18	TMF	30	2013-12-31	2014-12-31	1.01700e+01	2.0080e+01	29.20
19	TVIX	10	2013-12-31	2014-12-31	1.87500e+06	6.9000e+05	-6.32
20	ZIV	30	2013-12-31	2014-12-31	3.87000e+01	4.1770e+01	2.38
21	SPXL	30	2014-12-31	2015-12-31	2.04800e+01	1.9350e+01	-1.66
22	TMF	30	2014-12-31	2015-12-31	2.00800e+01	1.7320e+01	-4.12
23	TVIX	10	2014-12-31	2015-12-31	6.90000e+05	1.5650e+05	-7.73
24	ZIV	30	2014-12-31	2015-12-31	4.17700e+01	4.1310e+01	-0.33
25	SPXL	30	2015-12-31	2016-12-30	1.93500e+01	2.5160e+01	9.00
26	TMF	30	2015-12-31	2016-12-30	1.73200e+01	1.6880e+01	-0.76
27	TVIX	10	2015-12-31	2016-12-30	1.56500e+05	9.5200e+03	-9.39
28	ZIV	30	2015-12-31	2016-12-30	4.13100e+01	4.6540e+01	3.80
29	SPXL	30	2016-12-30	2017-12-29	2.51600e+01	4.3030e+01	21.31
30	TMF	30	2016-12-30	2017-12-29	1.68800e+01	2.0720e+01	6.82
31	TVIX	10	2016-12-30	2017-12-29	9.52000e+03	5.5400e+02	-9.42
32	ZIV	30	2016-12-30	2017-12-29	4.65400e+01	8.8650e+01	27.14
33	SPXL	30	2017-12-29	2018-12-31	4.30300e+01	3.2220e+01	-7.54
34	TMF	30	2017-12-29	2018-12-31	2.07200e+01	1.8440e+01	-3.30
35	TVIX	10	2017-12-29	2018-12-31	5.54000e+02	7.0910e+02	2.80
36	ZIV	30	2017-12-29	2018-12-31	8.86500e+01	6.0410e+01	-9.56
37	SPXL	30	2018-12-31	2019-12-31	3.22200e+01	6.5350e+01	30.85
38	TMF	30	2018-12-31	2019-12-31	1.84400e+01	2.4850e+01	10.42
39	TVIX	10	2018-12-31	2019-12-31	7.09100e+02	5.1320e+01	-9.28
40	ZIV	30	2018-12-31	2019-12-31	6.04100e+01	7.1890e+01	5.70
41	SPXL	30	2019-12-31	2020-12-31	6.53500e+01	7.1650e+01	2.89
42	TMF	30	2019-12-31	2020-12-31	2.48500e+01	3.4530e+01	11.69
43	TVIX	10	2019-12-31	2020-12-31	5.13200e+01	2.5130e+01	-5.10
44	ZIV	30	2019-12-31	2020-12-31	7.18900e+01	2.9850e+01	-17.54
45	SPXL	30	2020-12-31	2021-12-31	7.16500e+01	1.4240e+02	29.62
46	TMF	30	2020-12-31	2021-12-31	3.45300e+01	2.7690e+01	-5.94
47	TVIX	10	2020-12-31	2021-12-31	2.51300e+01	1.4000e+00	-9.44
48	ZIV	30	2020-12-31	2021-12-31	2.98500e+01	3.1000e+01	1.16
49	SPXL	30	2021-12-31	2022-12-30	1.42400e+02	6.1870e+01	-16.97
50	TMF	30	2021-12-31	2022-12-30	2.76900e+01	7.5900e+00	-21.78
51	TVIX	10	2021-12-31	2022-12-30	1.40000e+00	3.2000e-01	-7.71
52	ZIV	30	2021-12-31	2022-12-30	3.10000e+01	2.6490e+01	-4.36
53	SPXL	30	2022-12-30	2023-04-28	6.18700e+01	7.5870e+01	6.79
54	TMF	30	2022-12-30	2023-04-28	7.59000e+00	8.8500e+00	4.98
55	TVIX	10	2022-12-30	2023-04-28	3.20000e-01	3.0000e-01	-0.62
56	ZIV	30	2022-12-30	2023-04-28	2.64900e+01	3.2010e+01	6.25

תיאור האסטרטגיה

להשלים

תעודות סל

SPXL – Direxion Large Cap Bull 3X Shares (ETF)
TMF – Direxion Daily 20+ Year Trsry Bll 3X Shr
TVIX – Credit Suisse AG – VelocityShares Daily 2x VIX Short Term ETN
ZIV – Credit Suisse AG – VelocityShares Daily Inverse VIX Medium Term ETN