Cboe US - Delayed Quote USD

ProShares VIX Mid-Term Futures ETF (VIXM)

15.90 -0.65 (-3.93%)
At close: April 22 at 4:00 PM EDT

ETF Summary

The fund seeks to meet its investment objective, by taking long positions in VIX futures contracts. It will also hold cash or cash equivalents such as U.S. Treasury securities or other high credit quality, short-term fixed-income or similar securities (such as shares of money market funds) as collateral for Financial Instruments and pending investment in Financial Instruments.

Risk Overview

Performance & Risk

YTD Return -1.19%
5y Average Return -4.75%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) -20.71
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
VIXMCategory AverageVIXMCategory AverageVIXMCategory Average
Alpha -33.93 -- -2.15 -- -12.81 --
BETA -20.71 -- 26.48 -- 9.28 --
Mean Annual Return -1.93 -- -0.02 -- -0.88 --
R-squared 2.02 -- 2.34 -- 0.21 --
Standard Deviation 22.96 -- 38.02 -- 33.2 --
Sharpe Ratio -1.13 -- -0.06 -- -0.36 --
Treynor Ratio 1.26 -- -0.31 -- -1.7 --

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