Cboe US - Delayed Quote USD

ProShares Ultra VIX Short-Term Futures ETF (UVXY)

32.69 -1.64 (-4.78%)
At close: April 26 at 4:00 PM EDT
32.64 -0.05 (-0.15%)
After hours: April 26 at 7:59 PM EDT

ETF Summary

The index seeks to offer exposure to market volatility through publicly traded futures markets and is designed to measure the implied volatility of the S&P 500 over 30 days in the future.

Risk Overview

Performance & Risk

YTD Return -22.54%
5y Average Return -70.85%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) -80.48
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
UVXYCategory AverageUVXYCategory AverageUVXYCategory Average
Alpha -150.62 -- -79.57 -- -88.85 --
BETA -80.48 -- 24.86 -- -20.21 --
Mean Annual Return -9.77 -- -6.47 -- -7.43 --
R-squared 3.59 -- 0.26 -- 0.09 --
Standard Deviation 67.42 -- 108.3 -- 112.83 --
Sharpe Ratio -1.78 -- -0.74 -- -0.8 --
Treynor Ratio 1 -- -3 -- 3.88 --

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