Cboe US - Delayed Quote USD

ProShares Short VIX Short-Term Futures ETF (SVXY)

55.13 +0.92 (+1.70%)
At close: April 26 at 4:00 PM EDT
55.10 -0.03 (-0.05%)
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 6.63%
5y Average Return 14.46%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 23.54
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
SVXYCategory AverageSVXYCategory AverageSVXYCategory Average
Alpha 38.91 -- 19.8 -- 20.02 --
BETA 23.54 -- -7.99 -- 23.5 --
Mean Annual Return 2.75 -- 1.84 -- 1.97 --
R-squared 1.94 -- 0.26 -- 0.52 --
Standard Deviation 27.04 -- 34.89 -- 53.56 --
Sharpe Ratio 1.12 -- 0.57 -- 0.41 --
Treynor Ratio 1.31 -- -1.81 -- -0.1 --

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