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Volatility(VIX) Based Funds

     Description (show/hide)
These funds are generally based on the VIX futures, but all are related to market volatility in some way.


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Check desired symbols for Comparison Chart or to View Correlations.
 
Viewing Friday's Closing data.

NameSymbolRSfRtn-1dRtn-5dRtn-1moRtn-3moRtn-6moRtn-1yr$vol-21
popupiPath B S&P 500 VIX Md-Trm Futs ETNVXZ89.47-1.41-0.61-4.356.3822.7620.85668k
popupProShares VIX Mid-Term Futures ETF VIXM89.02-1.40-0.82-4.306.8922.2020.202m
popupLHA Market State Tactical Beta ETFMSTB83.161.071.606.319.574.6516.99215k
popupiPath B S&P 500 VIX S/T Futs ETNVXX57.17-4.17-5.61-19.13-0.8220.7710.26222m
popupProShares VIX Short-Term Futures ETF VIXY53.40-4.27-5.67-19.12-1.0120.078.7851m
popupProShares Ultra VIX Short-Term Futures ETFUVXY3.47-6.09-8.59-28.67-13.459.67-19.52347m
popupSimplify Volatility Premium ETFSVOL3.141.771.209.28-8.49-17.57-17.2014m
popupProShares Short VIX Short-Term Futures ETFSVXY2.352.083.049.86-10.27-22.17-30.1063m
popupVelocity Premium Plus ETFZVOL1.121.320.700.23-20.26-37.02-41.61297k
popupVolatility Shares 2x Long VIX Futures ETFUVIX0.63-7.95-11.37-37.92-33.44-16.56-59.00274m
popupVolatility Shares Short VIX Futures ETFSVIX0.563.815.4118.03-28.41-49.77-67.1178m
11 symbols listed

The dynamics of Relative Strength are illustraded below for the past quarter. From this you can visualize which funds are improving on a relative basis and which are deteriorating.

5-day Intervals 21-day Intervals
Viewing Friday's Closing data.

Symbol 06/0605/3005/2205/1505/0805/0104/2404/1604/0904/0203/2603/1903/12
VXZ 89.596.296.193.096.098.287.298.697.486.752.576.493.1
VIXM 89.096.296.093.196.298.198.698.697.485.454.176.193.3
MSTB 83.281.580.183.076.678.863.165.266.224.425.925.932.7
VXX 57.296.797.696.297.999.799.799.799.788.318.083.196.7
VIXY 53.496.497.595.797.699.699.799.699.786.215.479.396.5
UVXY 3.576.490.251.894.799.599.699.899.618.82.412.894.3
SVOL 3.13.13.76.12.32.83.03.74.34.54.14.13.8
SVXY 2.42.12.12.22.31.61.62.22.44.35.73.43.2
ZVOL 1.11.01.11.31.30.91.21.83.12.33.22.22.0
UVIX 0.62.53.21.96.883.797.099.296.62.20.71.722.3
SVIX 0.60.30.10.20.30.20.20.20.30.91.10.60.6

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Any symbols marked with * are not shown in the data tables because they are either filtered out
by the above settings, not valid symbols, or are low volume ETF's not updated intra-day.

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