NasdaqGM - Delayed Quote USD

VelocityShares VIX Short-Term ETN (VIIX)

68.37 -1.48 (-2.12%)
At close: July 2 at 4:00 PM EDT

ETF Summary

The index was designed to provide investors with exposure to one or more maturities of futures contracts on the VIX, which reflects implied volatility of the S&P 500 Index at various points along the volatility forward curve. The calculation of the VIX is based on prices of put and call options on the S&P 500 Index. The ETNs are linked to the daily return of the index and do not represent an investment in the VIX.

Risk Overview

Performance & Risk

YTD Return 7.17%
5y Average Return -41.62%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 26.78
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
VIIXCategory AverageVIIXCategory AverageVIIXCategory Average
Alpha -37.21 -- -19.7 -- -37.88 --
BETA 26.78 -- -24.52 -- -31.66 --
Mean Annual Return -2.29 -- -2.05 -- -3.77 --
R-squared 0.36 -- 0.26 -- 0.3 --
Standard Deviation 87.08 -- 78.4 -- 68.99 --
Sharpe Ratio 9.9 -- 8.78 -- 8.97 --
Treynor Ratio -1.67 -- 1.66 -- 1.57 --

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